I can understand that with a single disk converter on a not so stock powered truck, but any of the multi-disk converters on the market now, can handle being locked through shifts up and down. For quite a few years now, tons of high-powered diesel people, Haulers, and RV'ers have been using everything from manual lock up switchs, to lockup boxes on built and not so built trannies in Dodge's, Gm's, and Ford's.
I ran three different styles of lockup for well over 150K miles, yes the the transmission was aftermarket and so was the converter, but the converter never blewup on me. Now, I did break an input shaft, and spline an output shaft (at the same time), but that was just from my abuse. I can say that I miss having lockup in my Dodge, and will do it again.
There are just way to many people on this board and on other boards on the net that use some sort of converter lock-up for what your transmission shop is telling you to be true. I believe there are quite a few converters being made out there that can handle being locked up. Suncoast, ATS, BD, PI, ect. . ect...
Now, I'm not anykind of transmission guy what-so-ever, I'm, just lending my . 02 from personal experience, and all the friends I know that run some sort of lock up device.