I think it depends who you ask. I have heard it both ways from supposed knowledgeable sources that you can or cannot shift them under power.
Best for longevity to turn them on in gear.....they even recommend this with 300x's. Actually, once you get the hang of it, you can actually put the boat back on the trailer while leaving them in gear and bump each side (turn off/on) independently to keep it straight cause sometimes they idle fast with big props on the 2.5's and 300x's.
However, I have asked a number people can you shift a "non-drag" 2.5 Sport model...and they say yes you can, however, for longevity you are best to start them in gear....
Being on the river with the current, I shift them continuously while under power and have witnessed no issue with the 300x's..