This has been known for years. I read about it for years before myself owning an S6 SS and now an S9 SS. I have never gotten it with the Milanese Loop for this reason and have always opted for the black sport band. This is quite an issue of discussion on MacRumors forums.
Some people are fine with it because they can be super careful all the time. I personally know I can't, that all it takes is being extra tired or sleepy one day to slip up. I think Apple should give you a discount for buying the SS without the Milanese, but we all know they'd never do that.
I had to choose between getting an Ultra 2 or an S9 and I chose the S9. I wore Casio G-Shocks for about half my life and I didn't want to go back to that style of watch.