Nope. Just turn off OD and let it run. As you like to tinker. Then you already know the engine will be much happier in 3rd gear turning RPMs closer to it's power band, and using all the fuel being supplied to it. You may in fact notice better MPG in 3Rd as the engine will be, and mine is MUCH happier, and running free, and not lugging trying to hold OD. Also the transmission will run cooler. It will run all day and be very happy with OD turned off.
You are right on target. Not only that a friend that is a good transmission guy said putting too much of a load in OD can tear up the back end of the transmission and has been know to crack cases. I do know many years ago they had problems with the read bushing wearing out when the OD was engaged and overloaded.
I already have heavy duty transmission coolers on my truck, and that is a must have.