That's a misconception.
Lowering springs do not wear out OE springs dampers (shocks) at all. Never happens.
What does happen is that you'll see people with 60K miles on their OE dampers who don't want to spend the money for new Konis/Bilsteins and just do springs. Then, when the dampers wear out at 70K miles anyway, just like they would with OE springs, people blame the new springs.
The engineering is simple - there's no reason why a lower or stiffer spring would cause a damper to wear out more quickly (as long as the damper was not bottoming out, but you'd feel that as a huge BANG whenever you hit a bump). A damper doesn't care where within it's operating range it is, and there's no more heat or anything generated by a stiffer spring. In fact, if anything, a stiffer spring makes a damper work less and it should last longer!
I do agree with this:
Typically because the OE damper is pretty soft and matched to a soft spring. Upgrading all to "sport" components will, as one would expect, have sportier results!
For a street driven car, not always a great choice. Why? Unless you're dealing with a proper race shop that does corner balancing, you're not likely to have it set up properly. And unless you're actually tuning it in a track situation, you won't be getting much benefit out of all the adjustability. And, as proven in a few magazine articles over the years, incorrect coilover settings will result in inferior handling compared to a properly-configured fixed damper/spring setup.
But your initial question of "what's your intended use?" is the most important factor above all!