Generally this is the best practice, though if you are operating at high altitude, some leaning will be required. The objective is to prevent leaning to peak lean or more at high power settings. If you're leaned, but still well rich (150F or more) rich of peak, the eninge will be fine. At very high power settings, and very lean, the engine might be creating more heat than it can reject, and therefore suffer cooling problems. The risk of detonation plays a role it ths too, but is generally less a factor. Wasted gasoline is cheaper than an over heated engine.
Pilot DAR