The individual who guided you in that manner is an alarmist. The gear is pressed on and in most applicatons requires reasonable force to even rotate it on the shaft w/o a pin. I'd take that bet for big money.
A more reasonable concern is the oil pump shaft. I have heard of incidents where rebuilders have neglected application or positioning of the Timmerman Collar that prevents the shaft from separataing from the oil pump and dropping into the pan upon removal of the pump. Also, a low probability event.
Go ahead pull it.
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