The general point to be made is that uneven pressure on the guitar neck is bad. If you choose to remove all the strings at once, there is a right way and a wrong way to do it... Loosen the strings completely two at a time. Start on the outside and work your way in or inside out - doesn't matter but keep the tension on the neck equal.

That's the basic hitch in the argument. Personally, I change string size sets so many time that almost every time I change strings on a guitar I give it a full set up. Very rarely do I change strings on a guitar and not take all of them off at once.