While I'd never ever question the Manufacturers guidelines, after all they do know their product best, they built it...
Monaco's guidelines with their Roadmaster chassis RV's, in all their lines including Holiday Rambler, were always: park. Extend. Dump. Level.
This is one of those instances where the guidelines on the OP's particular coach are best answered by people familiar with that make.
that said, I do routinely extend and retract the slides on my 08 Monaco DP with the jacks extended (and of course the air dumped.)
It doesn't seem to make a difference. The slides open and close normally. Nothing "catches" or acts like it doesn't line up. Where we are now, stored for the winter on the jacks, I'll run the slides out when I'm out there, and run em back in when I leave.