No, they are very unlikely to choke on their food. Sometimes much older dragons can, but usually thats with other health issues involved.
The thought was more so for discouraging impaction, which is why I mentioned that as long as your husbandry is up to par, you should be fine.
The other kicker is, if the prey items are too large, and they start causing an issue, it's not like a death sentence. You notice it, get the slight impaction to pass, and just feed smaller insects. It's one of those things where you just get to know your dragon, and what he or she is capable of. Which is another reason why it's a "general" type of advice, instead of a strict rule.
For instance, Tombo crunches the living daylights out of anything he eats, I feel comfortable giving him pretty much any sized item. Moro, on the other hand, is a dainty princess who doesn't chew her food lol.
-Brandon