Dry burning is an essential part of a properly performing coil in my eyes, take a look at Kanthal for a second as a reference.
When you dry burn a Kanthal coil, the reason it initially tries to short back and forth between the wraps is that the oxide layer isn't there to prevent the wraps from transferring current to one another, after a few dry burns the aluminum oxide layer forms which insulates the wraps from one another, allowing the coil to evenly heat and no longer transfer current from an adjacent wrap to another one.
This same thing happens with Stainless Steel, with a fresh brand new coil you will at times see the wraps trying to jump current from one wrap to another because the oxide layer hasn't formed yet, causing heating without being even, when you dry burn it a few times it forms the chromium oxide layer which does the same thing in practice that the Aluminum oxide layer does for the Kanthal coil, it insulates and keeps the current from jumping to an adjacent wrap.
Not only are you using non-oxidized SS when you forgo the dry burn process but you're also leaving yourself open for creating hot spots during use where the wire will get extremely hot in a very small area, some times just the size of a pin head can get extremely hot, my issue with this is that if you don't dry burn these spots out of the wire and get everything heating evenly then you're potentially leaving yourself open for another issue, those localized hot spots while very very small can get extremely hot extremely quickly which can either pop that segment of wire(and possibly release bad things), or cause a very nasty dry burn feeling during an inhale, or just be way too hot to actually vape off of however when you check the wicks they may still look wet because the excess heat came from the localized hot spot in the coil.
