That really happens, eh? I always thought that might be an old "wive's tale".
It certainly can happen. When the cable is removed and the conductors break contact, a small spark can occur and that is all that is needed to fry some of the internal circuitry. Even though we are only working with very low voltage, when the conductors break contact, the voltage can ramp up very high as the "gap" is created. It may be several hundred volts or even into the thousands of volts. It is very low current, of course, so it wouldn't even be felt by a human, but it is much too great for the sensitive devices of the switch. It may kill them right on the spot, or reduce their functionality and shorten their life.
This is why I also recommend that you handle them (or any electronic components) as though they were ESDS components. The static charge that you can build up walking across a carpet (especially when the air is dry) can certainly ZAP them, too. You know that you can feel that shock! Sometimes it can be very annoying to us. But, it's a killer for many electronic components.
I think it is wise to take all precautions to avoid any of these circumstances.
RADAR