With plastic shotcups, you won't harm the threads, but they will get fouled with plastic that gets shaved off the shotcup as it passes... and it's a real bugger to clean it out so that the tubes will thread back in and seat properly. I've seen a couple guys do it, but they carried a brush to clean the threads immediately after the shot. For the slight pattern difference between cylinder bore (no tube) and a skeet tube, I wouldn't think it's worth the hassle.