Would my iPhone XR not being associated with my Apple ID not cause anything bad to occur to both my phone itself and my Apple ID?

Thanks for the reply, Nukewarmachine.

If you've signed in with the Apple ID on your device and made a purchase in the App Store, Apple TV app, iTunes Store, or any other Apple services, then it would be associated with that account.

You'll want to use the steps to view all associated devices in the link below to see and confirm the devices signed in:

View and remove your devices that are associated with Apple ID purchases - Apple Support

As the link confirms:

Want to add a new device to the list? Just use that device to make a purchase from the App Store, Apple TV app, or another Apple service.

When you try to associate a device that was previously associated, you might notice a message that says, "This device is associated with another Apple ID. You cannot associate this device with another Apple ID for [number] days." You might need to wait up to 90 days to associate the device with a different Apple ID.

If you have any concerns, you can always Contact Apple Support.

All the best.

Hello Nukewarmachine,

Thank you for posting in Apple Support Communities.

Just to confirm, have you noticed any unexpected behavior to date? The reason we ask is, you will be able to do most things on your device with no problems. You might notice that you are unable to download content that you downloaded under your Apple ID previously or you are not able to use some features or services that require your Apple ID. 

Adding your device to the associated devices does not cost anything. It lets your Apple ID know that this is one of your devices and will allow you to access things your purchased with your Apple ID.

Kindest regards. 

Hi Nukewarmachine,

This link covers how you can Check your Apple ID device list to find where you're signed in. The text below will tell you how to add a device:

"Add a device to the list

To add a device to the list, you need to sign in with your Apple ID. After you sign in on a device with your Apple ID, that device appears in the list. Here's where you need to sign in:

• For iOS or iPadOS, sign in to iCloud, iMessage, FaceTime, iTunes & App Stores, or Game Center on the device. You can also see your paired Apple Watch.
• For macOS or Windows 10 and later, sign in to iCloud on the device. 
• For Apple TV HD and later, sign in to the iTunes and App Store on the device.
• For Apple TV (3rd generation) and earlier, sign in to the iTunes Store on the device."

In general, it sounds like your Apple ID is working as expected, but let us know if we can answer any other questions.

Take care.

Hi Nukewarmachine,

Thanks for using the Apple Support Communities.

We need help understanding the type of support that you're seeking.

When you have a free moment, please provide us with more information regarding the exact issue you're experiencing and what you'd like to accomplish, and we'll do our best to help you find a solution. 

In the meantime, it sounds like you're trying to manage the devices that can download and play items you bought with your Apple ID. Is that correct? If so, check out the link below to learn how to do this.

View and remove your devices that are associated with Apple ID purchases

If the resource above has nothing to do with the type of support you're seeking, provide us specifics on what you are seeing and experiencing on your end for more help, and we'll continue from there.

Cheers!