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I had to have my master cylinder replaced and had some difficulty having it covered under warranty. I told the dealer that I dry bled the system. By that I don't mean running the master cylinder out of fluid, but rather that I didn't put fluid in the pressure bottle. I was told Porsche was finding that master cylinders failed when this was done. Something about the pressure forcing small air bubbles to the bottom of the master cylinder where they get caught. I have no reason to disbelieve the dealer but I've never heard of this and have dry bleed master cylinders for many years without a problem. Assuming this is true, I would consider it a design flaw. A master cylinder shouldn't fail from so little air. Having said that, I won't be dry bleeding the master cylinder again.
I always take what the dealer tells me with a grain of salt. I've dry bled and pressure bled without an issue for years. Like you I always make sure it doesn't run dry; 1 wheel bleeder at a time.