definitely is a potential for damage and worthy of serious consideration before dramatic power-changes are made.
near idle power to full throttle in a few seconds can't be good for them in the long term
Are you guys suggesting that in every takeoff therefore, you are potentially damaging the engines? No one is saying slam the throttles open but you've got to be joking if a smooth advance of the power levers from (probably not even) idle through to full power is going to damage the engines.
Think you may be getting confused with closing the throttles quickly on continental or turbo charged engines.
As for the SOP, I'm sorry - but go-arounds are a standard procedure detailed in any airline FCOM and as far as I'm concerned, you don't get to pick and choose whether or not you follow SOP's. Teaching airmanship and judgement is worlds away from following procedure in a normal flight condition and the instructor should be following the procedure exactly as it is detailed in the flight school's documentation. Deviation from SOPs should only occur in extreme circumstances and with good cause. I fail to see how a go-around falls into this case.