This advice is a holdover from the 70s and 80s when the CV joints in front wheel drive cars really were not strong enough, and dry steering would put a lot of extra stress on them, and they would wear out in no time.

The amount of "stress" they put on the tires is infinitesimal compared to taking a single corner at high speed.

I'm quite certain Tesla wouldn't be doing it if they were not sure their power steering system can handle it.