You aren't hurting anything, its how its supposed to be carried. Springs don't wear out from being under load (within their tolerances), so there's no issue with causing wear by leaving it cocked.
In my opinion, "cocked and locked" is the correct way to carry it.
I have a striker-fired Springfield XD that is SA-only, with no manual safety (just grip and trigger safeties). So, it can ONLY be "cocked and locked" if I carry with a round chambered (which I do).
Those that have SA/DA handguns may offer different advice, I suppose.
I do carry it cocked, but didn't know if the constant tension would be injurious.