It is correct that you must/should thread with the presser foot up, so that the tension discs are open. Maybe in the past it has worked for you to thread with it down because the thread has just fallen into place once you started sewing. I can see how you'd get thread tangles, poor stitch quality, and tension problems from threading with the foot down, but I personally don't understand how it would damage the machine. Not saying it won't, but I don't get how.