I think it mainly depends on how tough your hair is, how careful you are when teasing, and how you get it down afterwards. I used to tease my entire head daily, using a lot of pomade and hairspray to lock it in, but I did so very carefully. You kind of learn how to not create knots. Then I would use a ton of detangler and conditioner when I took it down.
I guess the bottom line is, yes it is a risky hair habit to have, most people probably cause damage while teasing through carelessness, or their hair is simply too fragile to tolerate it. You'll definitely see an increase in shedding if you do it a lot. However you might be able to minimize the actual damage if your very careful, or as you said, only do it rarely.
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