The diaphragms can go in the D/V and cause problems, on a cold start so ISCV open on mine you can hear air being sucked through the D/V so is normal.
As to the damage, yes it will but you will get so many opinions! If you actually understand what a Dump valves purpose is then you can understand why it's so important, it basically "Dumps" excess boost when the throttle is closed (Hence the name), without it it will find another path out, the only other place being via the turbo, you then get compressor stall, this makes a noise known as "Turbo chatter", the noise is caused by the boost being forced back through the turbo the opposite way to what it's spinning and stalling it in the process, the DV also aids performance as the tubo isn't constantly stalling and having to spool up all the time!
Ford did not fit a D/V to the car for no good reason, if you don't like the noise then fit a recirc like standard.
Martin