It shouldn't.
The trans is already turning, and the engine is already turning. In this case the trans is overspeeding the engine instead of the other way around as when shifting from N or P into D from a stop. The torque converter will absorb most of the shock, if indeed there is any, as the clutches engage. Revs match, all is well. Like others said, a blip to the throttle to get the revs closer will further reduce the shock.
I drove my Forester this way for 13 years, struggling to drag its mileage up from the mid-20s, and when I finally got rid of it it wasn't because of the transmission. Of all its systems, the transmission is the one component that performed flawlessly the entire time I had it, and by the time I sold off the car it had about 360,000 miles on it. I think he'll be okay doing this with his car.
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Lead or follow. Either is fine.
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