It may not be an issue in your area, but it is an issue. When they were first planting trees for windbreaks in open areas they found trees were snapping much later in life. Research showed that when young trees are not allow to flex in the wind at a cellular level the trunks become more brittle. When they are young, as rocksnstumps says, you might see the wet noodle effect if you remove the stake. I'm sure there is variation based on the individual tree species.
It could certainly be that the amount of brittleness that the specific kinds of trees you are planting is not sufficient for catastrophic failure in your conditions. It is completely believable that in a given location it may be a non-issue. Having said that, best practice, regardless of the method used, is to allow trees to flex when young but limit that flex so they don't fail.
Thanks,
Jack