@dwette ,
Absolutely not. You should be able to swap cartridges till the cows come home. If anything is going to break it will be a clip or the wire will break right at the solder joint. There should be a heat shrink strain relief on each clip for this reason. If there isn't I suggest you put them on in color code. If the solder joint breaks it is easy to reattach the clip. One mistake a lot of people make is not locking the tonearm down. Use a tie wrap if the arm does not have a lock. Also NEVER use your fingers to remove or replace the clips. Use a small needle nose pliers (4 inch) preferably spring loaded.