Thermaling is done via measuring temps and shutting off the output, so it is designed for it, but it's a safety device so shouldn't be run that much constantly. Running things that hot often will shorten the life span. If it happened just once or twice, no biggie. Also, if it was run that hot, was it being otherwise pushed beyond its spec?
I've done some testing out of curiosity with an old MM.... I thermalled it repeatedly and eventually the system got so hot that one or two 13 ga. wires desoldered themselves from the board and promptly ended my test. However, if the MM was allowed to cool after the first instance of thermalling, there's no reason to worry about it's viability.