Over the long haul, watches continually on a watch winder will probably wear more than watches that sit idle between uses (ie, not running)... this is simple, common sense: no matter how well designed they are, a running watch will experience more wear than a stationary watch. Now, the amount of wear is probably unquantifiably tiny, even over a long time. If you really want your watches to last a long time, only wear them on Christmas and your anniversary. That way, they'll never wear out. Just enjoy your watches, and keep them all fully wound if that helps.
Watches on a winder that only rotates in one plane may wear unevenly (according to much info on the web). Better watch winders will change the plane of rotation of the watch periodically to prevent this. I would guess that most of this data is theoretical or anecdotal, since actual testing winders and quantifying this wear would take a VERY long time.