Well I feel kind of dumb now. I didn't know you were supposed to properly "break in" a new engine a certain way :/
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When all the parts are brand new they are not mated to each other exactly. When you break an engine in you essentially wear the components together, to fast, or too hard of a break in can cause looseness or scoring that will effect the longevity of the engine. To what extent? You would have to do a long term analysis to say exactly, but as long as you are not flogging it relentlessly you should be reasonably alright for the long run.
When the engine is assembled there are sharp edges, burs, and other material from assembly that MAY be present in the engine. As the parts wear together these edges wear the oil collects it and rushes it away to the oil filter where its captured so its not recirculated through the system. The filter in your car should be more than capable of handling these debris and you can follow the scheduled maintenance or opt for an earlier oil and filter change to pull some of the contamination out. That I'm aware of manufacturers have moved away from break in oils and just fill the engine with the oil designated in the manual.
If you are really concerned about your break in companies like Blackstone Labs do oil analysis and can give you a better idea of the solids in the oil. They can also advise you as to how your oil is holding up, or if you have possible bearing or wear issues.