This advice is a holdover from the 70s and 80s when the CV joints in front wheel drive cars really were not strong enough, and dry steering would put a lot of extra stress on them, and they would wear out in no time.

The amount of "stress" they put on the tires is infinitesimal compared to taking a single corner at high speed.

I'm quite certain Tesla wouldn't be doing it if they were not sure their power steering system can handle it.

They definitely do. I've seen this while watching a Model S pull into a parking spot.

I guess they figure that if you can afford the car, the extra wear on the tires shouldn't be a problem for you? Dunno

Even robots ignore the driving instructor!

What's dry steering?

Steering while not moving, I guess. It't not really good for the tyres. However, for certain maneuvers, e.g. when parking, there isn't really a good way to avoid it.

Twisting the steering wheel without and forward or reverse motion of the vehicle. It puts extra strain on the tyres.

Turning the wheel when the car is not in motion.