The command strips probably won't ruin/damage your paint but the wind blowing around the lights and wire sure will and if the wind won't be as much of an issue then I'm sure road grime will get under the wires and lights and start rubbing on the paint.
I remember reading on here a few weeks ago some members having problems with rock chips in the grille. Just found this on Amazon and thought it might be helpful for those looking to prevent this from happening on their new truck. (I am not affiliated with Amazon or this product in any way)...