Why is the administration of exogenous Anti-D not harmful to the foetus?
I've had a difficult time getting anything definitive to support my answer to your specific question of safety, however, I thought I'd go out on a limb and give you my understanding. A recent review of what is known about this can be found at: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2809506/

I think you are on the right track with your 'dose-dependence' hypothesis. This is exactly what the makers of RhoGAM suggest, saying that the amount of antibody administered at 28 weeks into the pregnancy is sufficient to block any Rh antigen on Red Blood Cells that escape into the mother's blood, but insufficient to cross the placenta and be a problem. At this time the child will be large enough that any RhoGAM that does cross the placenta will not kill enough Red Blood Cells to harm the child.

Mom gets another dose of antibody after the delivery in order to ensure thorough coverage of antigen that results from mixing of blood at that time, however this dose is not a problem as the baby has already left the mother.

By the way, the rationale for the antenatal dose is that post-partum administration alone failed to prevent sero-conversion in almost 2% of Rh- women, putatively due to transplacental hemorrhaging.