I am informed by a friend at Agusta that it is unlikely, but possible, to damage the aircraft if the gear is retracted when the nose wheel is not centered. It has happened. There is no centering cam mechanism and no electronic interlock to prevent the gear from being raised if it is not centered. Most of his colleagues only lock the nose wheel if they are planning on doing rolling takeoffs or landings or taxiing at higher speeds.
The real question one might ask is: How would you explain any damage if you hadn't locked the nose wheel and then retracted the gear?