The rationale for having the feed dogs up and stitch length set to zero is that when the machine is "making a stitch" the feed dogs grip the sandwich by coming up to compress it. This is supposed to make a better stitch.
Because the stitch length is at zero, the sandwich isn't moved. I don't see that this would wear the feed dogs down or have a negative impact on the Supreme Slider (or substitute) because it's just touching it, not pulling it.
But as always, experiment and do what works for you!