Does anyone use their ND/PL FILTERS and got a feeling that they are hard to lock in position? And it's also hard to unlock them? I have this experience, so I had to ask their support about that. Their reply was:

"Install each for 5 times and it will get smoother
Can’t compare with DJI as those are molded
Ours are CNC process"

My question here is, with those 5 times installation can the part on camera where we lock ND filter in position be damaged, weared off?

I think you are right to be cautious.  I bought the Freewell set that has ND4/8/16 and a CPL.  The ND filters lock and unlock normally, with same amount of force as the empty frame that comes with the MA2.  But the CPL filter takes an UNCOMFORTABLE amount of force to lock/unlock.  I’m really concerned that repeated installation/removal would stress or wear the attach points on the MA2 camera.  My plan is to carefully file down the locking pins on the CPL lens with a fine file, then polish them with crocus cloth (~2000 grit) before using the filter again.

The best filter is POLARPRO with variable settings...you do not need to change it, just rotate the filter (i also can do it while drone is hoovering)...just set the FPS, manual set the A to be FPSx2, activate the Overexposing warning and rotate the Polar filter until no more overexpose. This is a PRO sollution...changing filters every time is a waste of time and risk of damage.

I have all brands of ND filters for MA2. This topic was not for what's the best ND filter, but Freewell specific. And regarding your post, all brands have variable ND filters

Haven't noticed, but I have not tried the CPL filter yet.