Not sure what Wabi means, their bolts with a serrated washer look similar to what my All-City New Sheriff hubs use and you will still remove some paint. Maybe they are comparing them to the regular serrated axle nuts you sometimes see on BMX bikes. The ones without the built in washer like “track nuts” have. Those will obviously chew into the dropout and can’t see a good reason to use them.

It’s painted metal and your bolting something up against it with a good amount of force, you can’t expect it to stay pristine. If it bothers you that much get a an aluminum frame with steel inserts, or a steel frame with the paint removed from the dropout area, or remove said paint along the dropout as I suggested, OR install the wheel and never ever change your cog and make sure to always install wheel in same spot so missing paint is hidden under the nut.