I haven't actually seen anyone mention it, but it shouldn't be much more risky than taking off fully-fueled. That said, landing with the rocket still on board might break some fuel-balancing assumptions.
for example the a340-600 has a MTOW of 380 tons but a Max landing weight of 265 tons. Just a bit of a difference.
[1] Figures given in pounds on wikipedia, the kg version looks like a "dumb" conversion: https://en.wikipedia.org/wiki/Boeing_787_Dreamliner#Specific...