If you watch a broody hen, you will see her turn her eggs very carefully and just a little throughout the day for the first two and a half weeks. People are typically much less gentle or careful.
Shaking or jolting an egg can kill the embryo.
Opening an incubator will mess up the temperature and humidity inside, risking all the embryos in it, not just the one being candled, and obviously the more often you do it, the greater the chance of that.
Take the risks if you want to, to satisfy your curiosity, but then don't be surprised if your hatch rate is rubbish.