Hola Tomás
Let me see if I can answer your question without making the answer too long.
IDEAL SETUP
Yes, I think MY set-up IS IDEAL

Seriously though, I think each luthier and repair shop attempt to do their best set-up work. The results, while all in a certain range, are not the same. As long as the set-up is in the range, usually that is all that's needed. Sometimes more minor (but important) tweaking is needed. Such as increasing/decreasing the amount of buzz, for example. Another reason to "tweak" guitar's set-up and due to climate changes. Many people end-up needing their "summer saddle" as well as a "winter saddle"--blame it on the crazy extremes of humidity as well as temperatures!
If one's guitar has a very nice set-up, I think you are right, it would seem best to leave it where it is, and learn to maximize musical possibilities of the instrument.
Periodically, some very poorly set-up guitars show up in my shop. Somehow the player learns to overlook the flaws, or just develops a way of working around those. Once I correct the problems, the feel of the instrument can drastically change for the better. I find players' reactions to "Before" and "After" can quite dramatic. A beginner may not notice much difference. Someone playing the guitar multiple hours a day will certainly notice and appreciate the subtleties. I guess it just makes for a more playable, enjoyable and nuanced instrument.
Can one ruin a guitar by tweaking its current set-up? I suppose if something drastic is changed, maybe. Otherwise, I don't think so. Again, generally, set-up is needed only if there are problems. Whether the musician is aware of those problems or not, depends a lot on the player.
I hope this at least partially answers your question.
Best Regards,