You know, I'm glad someone brought this up. I have to do the same to my SA XD40sc. I just read a gun rag article on the new XDm and apparently, they have changed the design so that pulling the trigger is not necessary to take down the gun. I suppose it's a safety thing, but at first, I thought it was all about dry-firing and possible wear due to the firing pin not contacting anything. I try as hard as I can not to dry-fire my autoloaders, but it's part of the take down of the XD, so I assume it can't be that bad for it or else it wouldn't have been designed that way.
Apart from ALWAYS checking the chamber multiple times before cleaning or even handling my XD, two things come to mind: First, in order to take the gun down, you must rack the slide until it is locked open. Then flip up the take down lever. In the process of doing this, don't you think a round anywhere near the chamber would stick out in your vision like a glaring neon light? Not to mention if a round had been in the chamber, it would be ejected in this process. Second, the loaded chamber indicator on an XD is very noticeable. At least to me. Even if I had triple-checked the chamber, if I saw that little guy sticking up, I'd be alarmed.
I guess you are all right. It's a worry for those who wouldn't check their gun before cleaning it, or if all the above mentioned mechanical operations failed and a loaded round magically stuck in the chamber without notice. Then the dry-firing technique would end in embarassment at the least and death at the most.