About the only problem is if the phone is charging at a higher current from the Mega than the Mega is charging from the charger. Then what's happening is that the Mega isn't charging, it's discharging slower. That's just basic electricity 101 (it's called Kirchoff's Law). About the only thing it can hurt is your time - once the phone is charged, you're going to have to wait for the Mega to charge. (Unless they invented a new kind of electricity since we rode to school on dinosaur-back.)
BTW, lithium batteries last longest if charged when they're down to 50% (that includes the Mega). Letting them drop to 40% won't shortewn the life too much. Letting the charge drop to 1% (or even 0%), as many people do, gives you a battery life of about 6 months. (Never letting it drop below 40% gives you ... well, I've got some over-10-year-old batteries with about 95% capacity still left, so I don't know yet. The phone they're used in was one of the first to have a camera, so it's only really useful if I might lose or break the phone. [Paying $20 for a replacement would be a ripoff - but it still works if I want a phone with me. The less color in the hair, the more caution under the hair, right?])