For a gun with a lot of recoil, a sled can for sure cause damage, gun and/or scope.
I have never used one and prefer not to. I am not going to use one while hunting so not while I am "dialing" guns in either. Quality front rest and bags to get gun shooting where scope "says" it should, and then I shoot off sticks, bipod, freehand, etc. as much as possible to shoot as I would hunting.
Both archery and guns, I stopped shooting year round many years ago, to many hobbies and what I think is, I prefer to practice as much as I can during the hunting season. I will shoot my bow most everyday of archery season. Once a week for my guns. Most of "murphy happens" has happened with me from something happening to gun or bow while walking in and out, pulling them up and lowering from stands or parts (bow more so) wearing out at the wrong time. Kind of like motors, use it some everyday and things work better. Putting the gun or bow in the "corner" all year, getting it out, check it for a shot or 2 and then hunt with possibility of only getting one chance at what could be the deer of a lifetime, only to have a screw come loose on a mount or ring (before I learned how to properly torque screws for bases and rings) or a bowstring have an issue or a sight pin loosen up or a trigger get sticky or the archery release have an issue (one came apart and one got so sticky I would pull the bow to the left a small amount before releasing and it was not noticeable except that my arrow was a couple feet off, on of the few times in my life I got to shoot at deer that I missed with a bow more than once, at the time by far would have been my best buck, I show in front of him at 20 yards 3 times, went by George Curevich's shop and Glenn knew what was wrong immediately, oiled my release and I was dead center) or the crosshairs fall out of a cheap scope, etc. If it can happen it has happened to me, so I try to check my bow and guns as much as I can during the seasons.