Don't the radioactive labeled molecules of dNTPs or DNA harm themselves or their surroundings?
It's worth considering how many high energy electrons are actually released compared to the number of molecules in the tube. For instance, I routinely work with $^{32}P$-labeled DNA, and measure the specific activity of samples by scintillation counting. For me, a very hot stock sample of labeled DNA (~1000x more concentrated than I would use in an experiment) will register on the order of $10^8$ disintegrations per minute (dpm). That means each minute, about $10^8$ beta particles are emitted by decaying phosphorous atoms inside the sample. But the amount of DNA molecules in that same tube is about 50 pmol, or about $3 \times 10^{14}$ molecules. 

So if each of those beta particles were absorbed by a DNA molecule in the same sample, thus damaging it, that would be a rate of self-damage of $10^{-6} min^{-1}$. Of course, most of those beta particles actually make it out of the tube, so the actual rate of self-damage is much lower still. Since we're probably interested in measuring processes on much shorter time scales than this self-damage rate, it becomes negligible.