The issue is that at least at some shutter types by setting the faster speeds an additional spring is engaged when cocking the shutter.
If the shutter is cocked at lower speeds and then one turns the dial to faster speeds a resistance is felt. Think of moving a device under a bent spring versus tensioning the spring against it. It seems relative. It depends on the construction of the shutter whether this could be harmful.

There is a special thread here at Apug on this matter.

With that Seagull 203 shutter you feel a resistance when trying to set the cocked shutter from 1/60 to 1/125.