I've taken them all off and restrung them millions of times and I've never broken a guitar. Either bolt on or set necks. No problems. Besides how else are you supposed to take the pickguard off lets say a Strat without loosening all the strings which is the same as taking them all off? If your neck pickup on your Tele is screwed into the body under the PG then you don't have to loosen or take off strings to take the pickguard off. If you have your neck pickup attached to your PG then yeah you have to loosen or take off the strings to access.
Guitars/Bass - MIM Fender Classic 50s Strat, MIM Fender Standard Strat, Squier Classic Vibe 50s Tele, Gibson Les Paul Studio, Epi '56 Gold Top Les Paul, Martin DSR acoustic, Sigma Martin Auditorium electric/acoustic, Squier Jazz Bass.
Amps/Cabinets/Modelers - Model 2558 50 watt Marshall Silver Anniversary Jubilee combo w/ Celestion Vintage 30s, 4x12 Marshall cabinet w/25 watt Greenback Celestions, Fender Blues Junior w/ a couple of Billm mods, Line 6 POD 2.0, Roland Micro Cube
Pedals/Effects - Cry Baby Classic Wah, Boss TU-2, Boss NS-2, Boss RC-2 Loop Station, Ross Compressor, MXR Micro Amp, Danelectro FAB Echo, Danelectro FAB Chorus, Danelectro Chicken Salad, Marshall Guv'nor Plus, Marshall Echohead, Duhvoodooman's Zonkin' Yellow Screamer, Digitech Digiverb, Digitech Bad Monkey, Dunlop Fuzz Face, Homemade Loop Bypass pedal, Duhvoodooman's Sonic Tonic (Maxon SD-9 clone +), Voodoo Labs Superfuzz