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This isn't based on my own experience or any particular level of expert knowledge, but somewhere lodged in the deep recesses of my memory I think I read the same thing, that excessive shot blasting of heavily butted thin walled steel tubes resulted in pinholes. Can't remember where I read it but I'm sure I read some advice that shot blasting high end steel such as 853 more than once wasn't ideal.
Guess it’ll depend on the actual type of blasting, the media used and stuff.
The powder coated I use must use a very abrasive blasting media as it leaves a pretty pitted finish on metal so I probably wouldn’t trust them with anything nice like 853.