Whilst it will not damage the gearbox, it will obviously add to the wear of rotating parts. It may also be noisy.

DO NOT STOP THE PROP ROTATING BY SWITCHING OFF THE ENGINE WITH THE GEARBOX IN GEAR.

Doing so may result in the gearbox locking in gear, and require the box to be dismantled to free the lock.

You should ALWAYS select neutral before stopping the engine.

(Gear selection with the engine stopped will do nothing, as the box needs oil pressure to select.)

If by chance you forget to do this, select neutral and restart the engine at once. (Make sure you are well moored first as the boat will move in the direction last selected.)