It wastes energy (due to extra friction in the chain links) and wears consumables. It can also sound pretty awful and it doesn't look pretty, but it's not going to cause any long term damage.

Ah ok, I just wondered because the path the chain has to take to get back to the big ring must be trying to pull the mech outwards, I understand that its under no tension, but I guess those replaceable mech hangers are pretty soft

Not the end of the world I guess, but pretty wrong. You should find that you tune into the sound of a cross-chained gear - once aware of it you won't fall into it so often.

One of the best tricks to avoid cross-chaining is to get used to changing a rear gear at the same time as switching chainrings, so you don't get such a big jump in ratio - eg going down from big ring, flick up one on the back at the same time. That way you are always going through gears with a fine difference and you don't get such a reluctance to switch chainrings, if you get what I mean.

I am usually pretty diligent on these things to be honest, and it rarely if ever happens. Its just a one of loss of concentration things. But having bent a hanger on a road bike before in a minor tumble, I bent it back using a proper alignment tool, I was pretty amazed at how easy it was to bend, so clearly made from a very soft and pliable material. So was concerned that even the side pull on the rear mech when cross-chaining in the big big combo, would be enough to bend it.