Resistive plugs (or caps, or whatever) don't act as a 'load' to the ignition system. The purpose of them is to eliminate radiated electrical noise that comes from the field collapsing in the sparky wire. Turns the system into a broadcasting 'antenna'......that broadcast possibly hosing the electrics operation in your CDI. Much more likely to be an interruption in proper CDI output as opposed to actual damage to the CDI unit.
Still, considering other environmental issues the CDI has to deal with (as does everything else on a dirtbike)...heat, moisture, vibration and such, why not help it out where you can? You could keep your bike under a blanket in the garage. That would help out on the former three. If that's not an option, keeping your CDI out of an electromagnetic bath might be a wise choice.
Other than that....run an 'EG' (nickel) plug anyway. Or something more exotic in nature..platinum, iridium or gold palladium. Not all alloys available in all heat ranges.
Note that jeremy is the faster of the two..and runs the fine wire plug!! ('thassa joke, son)