No "modern" rimfire has a firing pin that will reach the chamber edge if the hammer is dropped on an empty chamber. The Model 41 is a "modern" rimfire.

The only potential, but very unlikely, damage is from a broken firing pin that is stopped by its internal stop, rather than by the "soft" rim of a rimfire cartridge when the hammer is dropped.

To each his or her own, but I dry-fire my 1958 Model 41 occasionally, and have for decades without damage.