The main reason we're taught not to turn the handwheel backwards is that the thread (when making a stitch) can get bound up in the bobbin case area. (On the old treadles, it would usually snap the thread)
It doesn't hurt the machine in any way, and if it's not threaded, it really doesn't matter. The biggest thing is... basically muscle memory. If you always turn it towards you, you always will, and you won't mess your work up.
Often if the take up is way closer to the top if I turn to the back, I will, if I'm threading or whatever. I turn both ways when servicing my machines. Whichever gets me to the grunge faster