There's no need to take the eggs out and mess with them. I don't know what harm would actually occur, but why take an unnessary risk?

I freaked out enough when I let my eggs breathe (as I used Glad Press n Seal to keep humidity in) out once a week or so. I'm just happy my incubator has a clear front. I could sit and happily stare at the eggs without disturbing them.

EDIT - Just thought I'd add that I did have them out a couple times for about 5 minutes so I could candle them, and didn't have any issues.