Shooting without a pellet loaded? Does it really hurt the gun..???

Avoid dry fires. Many guns can take the dry fire but avoid any dry fires. I have seen a single dry fires cause issues but more s9 on heavy sprung spring guns. Esp on any Hatsan. 

Even some pcp guns state do not dry fire. Others say it is ok. I would say just do not dry fire even a pcp to be safe on no recourse. JMO💀

Signs of damage of would be poi changes and chrony numbers drop. I would also worry about scope damage. The piston slams solid at the end of the dry firing cycle vs with a pellet loaded there is a cushion affect as the air is compressed and pushes the pellet out the barrel. Dry fires that slam shocks the scope much. 
 
Several things happen when you dry fire...the piston most likely reaches a velocity it would never reach if a pellet were present...that super fast compression of air creates high heat right at the transfer port (and other places on the piston seal) which tends to char it/melt it and otherwise destroy it with super heated air.(unavoidable with a compression that fast)
Another thing that happens because of the lack of air cushioning( between pellet and quickly compressing air in front of fast moving piston) is piston slam.... as in hitting the end of the tube with such speed and force that the metal of the piston or tube is peened and hammered or bent beyond repair....Honestly I've seen burnt piston seals and pistons peened wide and cocking rods bent off center....
The occasional dry fire is survivable....piston slam with no pellet or a worn seal is gun ruining.
 
"10x"Several things happen when you dry fire...the piston most likely reaches a velocity it would never reach if a pellet were present...that super fast compression of air creates high heat right at the transfer port (and other places on the piston seal) which tends to char it/melt it and otherwise destroy it with super heated air.(unavoidable with a compression that fast)
Compression that happens very rapidly as in a piston air gun is called adiabatic compression which is characterized by ZERO heat transfer with it's surroundings. While the NORMAL temperature of the compressed air in a typical piston air gun reaches around 1500 degrees F, it happens far to rapidly and briefly for any heat transfer to take place. With no pellet in place, the amount of compression would be far less than normal and the temperature would be far lower because of that. Any evidence of burning of the piston seal would be due to excessive dieseling or a total lack of lubrication. The real problem is the slamming of the piston into the end of the compression chamber which does not normally happen. Normally, the piston stops short of the end of the chamber and actually bounces back a little before again going forward to the end of the chamber.
 
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