I've never worried about a circular grind pattern creating a risk for chipping or other damage. I still think such chipping issues are more about a weakness or fault of the steel itself, sometimes aggravated by the particular choice of stones or other grinding media used to sharpen it. Chipping issues are known to happen with very hard steels sharpened on ceramic rods, for example, which focus pressure via the very narrow contact point. But if one has to worry much about the direction of the scratch pattern on the bevels creating a significant problem, then I'd start thinking about a different steel choice. If a steel chips too easily as a result of sharpening technique, it'll probably chip too easily in use as well.
The one reservation I do have in regard to scratch pattern direction, is with pull-through sharpeners used on softish steels. The entirely lengthwise scratches created there, if they're too deep, can cause a thinly-profiled edge to fold over too easily, which I think is a major reason knives sharpened on such devices often don't exhibit very good edge retention, as the edges created are laterally weaker as a result.
All that being said, I'm still in the habit of always finishing edges with an edge-leading techique, regardless of what technique I used to set the bevels (circular, back & forth, etc). Grind marks perpedicular to or diagonal to the edge make for better cutting in most uses, which I why I do this. If the finishing passes are done to completeness, then the grind pattern left by coarser stages should be erased anyway and rendered essentially moot.