When this person told you it would weaken the metal, he was probably talking about the (sand)blasting process. The dange, or lack thereof, in blasting depends on the medium.

I've heard that there's more risk of weakening aluminum with blasting, so they use walnut shells (or a few other options) as opposed to sand. I don't know if there's also a benefit/reduced risk in blasting steel with these alternate materials (not sand).