I think you are talking about the removable part that the fastguns hook to? I'm sure there are different shapes, but for our Chevy they are open and straight.
Water would only accumulate when the truck is un-level side to side. When on a level surface, the fastguns actually pull them up slightly, so they would drain.
I can see the issue if your outboard ends are angled down. I can't see that a small weep hole at the lowest point could harm the structural integrity.
If drilling a hole in it concerned me, I'd give Torklift customer service a call and get there take on the problem.
They seem to be made of heavy material so if they say a small drain hole is a problem, I would start to be concerned about why they say it is a problem.
That said, it's just another opinion. There's only one or two on RV.net