Making a regulator output unstable by capacitve load is usually an issue of older low drop regulators, which are intrinsically unstable, when using a PNP topology internally. A very certain, very well calculated capacitance at output is needed then to compensate the regulator and keep it stable. You must always keep an eye on the load capacitance situation of such regulators.

And yes, it is imaginable, that a wild oscillating regulator might damage itself, by itself "outsmarting" the internal protection schemes.

Standard 78XX-regulators on the other hand are free from these restrictions, because they are intrinsically stable by using a NPN scheme. You cannot damage the output by too much capacitance, although the regulating performance can suffer sometimes, but only if you install thousands of micro-Farads at output.

Take care, 79XX-regulators are tricky sometimes. Do never omit the output decoupling cap!!!!! I always connect 47µF/35V aluminium electrolytic paralleled by 100nF/X7R directly from output pin to ground.

Kai