Water can't go in, unless air goes out. You have to complete the circle. If you do two side-by-side systems, one with check-valve heads, and one without, on similar terrain, and do a second winterizing on each, over the course of several seasons, that might accumulate some data.
Even on old systems, with brass spray heads, there didn't ever seem to be a case of freeze damage if the system was winterized.
It just seems to be a non-issue to me.