You seem to have gotten a lot replies but few answers.
I'm not an expert, but I think the answer is yes, there is the potential for quite a bit of shock load on the dog as it engages. There are two answers as to why the dog does not "wear," I would bet that most teams who use this type of tranny have software that does some type of "speed matching," so that the dog and the gear are moving at approximately the same speed when they engage, reducing the shock. The other answer is that the dog is made out of some pretty beefy steel, so it can handle the load for many cycles. Eventually it will fatigue, but the Technokats at least seem to be saying that after two years of competition/off-season competition exhibitions etc. they still haven't broken anything.
In short the answer is avoid breakage with speed matching and beefy design.