When the transfer switch (AKA switch box) operates, the power is interrupted anyway. That is how the coach selects where to get power from. Everything in the coach will run off batteries except TVs, fridge and A/C so those are the only devices that "feel" the change of power.
I remember when we bought our first fifth wheel the dealer was very sincere about not plugging in or unplugging the shore while genny was running. This also causes the transfer box to arc and will burn contacts quickly. You should take as much load off the electric system as possible before changing power sources.
Remember, the A/C units must sit a few minutes to equalize pressure before you restart them.