It is or may be good, pragmatic, or beneficial to have or do something. A noun or pronoun can be used between "hurt" and "to." (Also used with "wouldn't hurt," "couldn't hurt," "doesn't hurt," and "can't hurt.") I get that you like doing things your own way, but it won't hurt to have a helping hand now and then. I know that the managers are trying to cut costs, but it won't hurt them to treat the staff to lunch now and then.