Its just the thermal thing that shortens the life of the very thin glass bulb. Going from your room-temperature to the mash temperature several times, places a lot of thermal stress on that bulb. If you're a heat lover and run your room temperature around the 150F range, then it should be no problem to measure the pH directly in the mash. For anyone else, cooling the wort sample to a more reasonable room temperature is going to stress the bulb less.