The direct drive is supposed to push harder than through a torque converter. A hard push will load the engine to capacity, and the inching pedal is there to decouple the transmission before the engine stalls. Or, just downshift, or go into reverse, lift blade, etc.
As for driving technique (and this info is from several non-official sources), "officially", when ready to shift, just shift. The transmission is made to handle even full throttle, full power shifting. The hydraulics manage the clutching and shifting. That impresses me as to the toughness and engineering of the system, but I STILL decelerate to shift and occasionally even apply the inching pedal as for when shifting under load. Right or wrong, that seems the careful way to handle the shifts and is no doubt easier on the clutches. My dealer agrees, says he always decelerates, too.
Shifting under power is certainly faster. A contractor under time constraints could see (over a day, week, month) many minutes wasted to decelerate, shift, 'recelerate', and continue. I have the time to waste and like to baby the equipment.
As for problems, I've read that the hydraulic pump can wear out of tolerance eventually. That can result in the pump losing prime after the dozer sits a long time. The previous owner of my dozer told me that. I have had that happen a couple of times when the dozer sat for weeks. Start the engine, take off brake, and the warning light comes on. It has always gone off again in a few seconds. BTW, my dozer shows 2500 hours so should not be worn out. The PO told me to always park with the rear end a little higher and the pump will never loose prime.
Bob