The bacteria that do the "cycling" are mostly stuck to the surfaces inside the tank - the filter, the sand, ornaments, etc. Changing all the water won't ruin the cycling. However, cleaning off everything in the tank at once WILL kill most of the bacteria, and the tank will have to cycle again. Thus, when you clean your filter, you should not clean off all the sand and ornaments at the same time.
Regarding changing all the water at once... this can stress the animals in other ways. When a tank is up and running, many features of the water, such as pH and the concentration of various chemicals, change gradually over time. As they change, the animals adapt. But then if all the water is changed at once, that's an abrupt change.