With modern systems, no - as long as you're using the power button, its designed to have a graceful shut down. There's some possibility of data corruption, since your system would not have the time to save everything it was working on.
On the other hand, the very reason you're forcing a shutdown might indicate hardware or software problems already existing.
EDIT: thats practically a seperate question. Thinkpads arn't cheap for a reason - they're tanks, and have great warranty service. Pulling the cable, and closing the computer, is... well stuff they're designed to do. If you switch off the mains, and turn it back on, the Power brick will handle it, gracefully. Unplugging is within design specifications, hell, i suspect lenovo might have a machine to test just that. I'd say none of that sounds dangerous, outside the risk of data loss.