Its more likely problems with disturbed roots. If you don't disturb the roots when you transplant, you are fine transplanting even seedlings that don't like it.

The best way to avoid this with sensitive seedlings is to either let them get good and rootbound before transplanting so the roots don't move when you pop the plant out in one chunk, or start them in peat pots or pellets that you can plant in the ground without removing them from it.

Playing Devils Advocate:

With cucurbits one of the things I've noticed is that you can take a plant that is 3-4 weeks old and transplant it out in the garden and then directly sow a seed next to it and within a month or two the direct sown seed will be nearly the same size because while the transplant was stunned and adjusting to it's new harsher lifestyle the direct sown seed was plowing away under full growth conditions.

That being said, so long as you don't disturb the roots starting cucurbits from seed is just fine and if you have a shorter growing period - and/or can really baby those transplants for the first week or two - it can help extend your growing season by giving you a significant headstart. Especially if your transplant is already 6-8 weeks old by the time you move it out. :shrug: