In theory jamesb is absolutely correct, but there are some factors which would make this part of the discussion moot
1) Some (most I think) cassettes are connected through each sprocket so the torque on any sprocket will be distributed through the other sprockets.
2) jamesb assumes that the tension in the chain is the same in every gear. In reality you might tend to work harder in the higher gears so you may be exerting more force on the cranks and hence a higher tension in the chain, and hence a raising of the torque applied in higher gears, which would tend to even things out.
3) Even if only some sprockets created dents in the freehub it still makes the whole thing a bastard to remove..
I whack mine with carefully a rubber mallet opposite to the drive direction and then the cassette comes off easily, so far.