Based on the fact that it is POSSIBLE to damage a rimfire firearm this way, though not likely.
I drop the hammer on all my .22s before storage without worrying about it, I just don't do drills with them.
Because of the nature of the rimfire cartridge, rimfire firearms, when dry fired, will smack the rim of the chamber with the firing pin. After many many repetitions (I couldn't tell you how many -- I've never seen it) this MAY result in either peening of the chamber or damage to the firing pin.
To be honest, I couldn't really tell you for sure whether or not this WILL happen.