Simple answer.. no.

 

Homebrew is supported with the latest FW (5.10) as well as TX Pro/OS. There is no harm in updating to the latest version. Furthermore, as the effuse is not changed from 5.02 to 5.10, there is a way to actually downgrade back to 5.02 (but why?)

 

You can certainly download games from the eShop using a CDN downloader but be warned that using it requires your console's unique certificate so Nintendo may ban you for simply using the tool

 

I wouldn't do that if I where you, most recorded bans ATM have been related to CDN downloading, it's not worth the risk if you can avoid it, so I'd wait for a latter OFW spoof using emuNAND (coming out with Atmosphere), or at least a more secure method for downloading, and installing back-ups latter down the road.

If you get banned now your emuNAND in the future will likely be banned as well, unless a method comes out that allows emuNAND/Horizon users to replace their banned CID with an unbanned one like with the PS3, which if Nintendo is doing the very least in security, then you'll at least have to buy a new Official CID from another console, and wouldn't be able to just make a fake CID as they'd have a copy of factory CID's that are approved for online play, again if their trying to be at the very least bit secure like the PS3 was with online.

 

Soon, a method of upgrading to 5.1.0 will be released while preserving a downgrade path to whichever software version you were on (in your case, 4.1.0). If you can wait until then, that's an option for you. In addition, emuNAND is likely to be released in the near future.

If you're content with using a jig/AutoRCM to enter RCM and load CFW and/or homebrew, then it is safe to update to 5.1.0. The only reason to stay on 4.1.0 is to someday get a browser exploit that will allow you to load homebrew and/or CFW without RCM.

 

Some months ago, I went into the eShop and bought a game. I wasn't able do download it without an update, though. That wasn't happening.