Not at all. Capturing with the DVX is fine, most just prefer not to do it because it puts hours on the heads. Also if you put a ton of hours on the heads it can wear them down.
Caputring once with the DVX isn't going to harm it in the slightest.
As Yarsdale says, people try not to make a habit of it, because it wears the heads just like recording does, and if you're going to put wear on the heads, best to do it while using the camera what it's for -- recording.