Yes, the write benchmark is non-destructive, but only assuming it finishes successully; and it isn't possible for the write benchmark to proceed if the disk is mounted somehow. As stated in the tooltip text that appears when you hover the mouse over the "Perform write-benchmark" checkbutton:
Benchmarking the write-rate of a disk requires exclusive access to the disk (e.g. the disk or its partitions cannot be mounted or in use) and involves reading data and then writing it back. As a result, the contents of the disk is not changed.
If not checked, the write-part of the benchmark will not be done but on the other hand exclusive access to the device is not needed (e.g. the disk or device can be in use).
However, as the "Benchmark Settings" dialog advises anyways:
Please back up important data before using the write benchmark.
That way, in case the write fails for whatever reason (e.g. due to a power failure or program bug/error/crash), you won't have any missing or corrupted data.