I have patched people out of the headphone jack on my R4 dozens of times. And I've patched my R09 or H120 just so I have a smaller package to listen to on the way home. Seems to work fine. Why would I do that over RCA's? Normally I wouldn't, but sometimes I have multiple patchers, or that's what we have for cables, or in the case of a particular guy with his minidisk, he likes be able to adjust my headphone volume to set his levels.
I think using "line out" from whatever box is probably preferable if it's available, just because the output impedance probably matches the input impedance of the R09HR input better than headphone jack, but if you are transferring from something that only has a headphone out, I don't see a problem.