What's the actual scenario?
DC or AC breakers? (or AC breakers on a DC source - naughty)
Are the warnings from the manufacturer or on an internet forum?
If you can remove the load there's little doubt that switching "cold" can improve the life of the contacts (particularly of DC breakers), but I doubt the occasional switch under load is going to do much harm (I'm assuming decent quality breakers here).
The issue with DC is that the arc, which should be extinguished in a properly designed DC breaker, is maintained with the breaker "off", this is not a good thing.