If you're only doing this once or twice a year due to external temperatures or to save on your electricity bill nothing will be unduly stressed. Any time you pull or replace an output tube, it's a good time to re-tension the sockets anyway, then give them a short squirt of de-oxit before re-installing. This is especially important if you're changing out different tube types. Not all output tube pins are created equal in terms of diameter or circumference. The Russian pins are slightly fatter than the US-made Tung-Sols; I have measured them. So if you've been using KT-120s, for example, then replace them with British KT-88s or US-made TS 6550s, re-tensioning the socket holes is vital unless you enjoy fireworks as a couple of tubes red-plate and sink your bank account.
I am also told by a retired Fluke engineer and have mentioned elsewhere on this forum, gold pins and zinc sockets or vice-versa do not make for a happy conductive circuit. Zinc to zinc or gold to gold, but never the twain should meet.
I should add that all the filament voltage coming from the transformer will see in an empty socket is an open circuit. No need for a switch. It already knows it has nowhere to go, so it just sits in the transformer.