Setting your car in Park does not cause wear of any kind, and most automatics I have driven will not start or let you remove the key in any other position than Park.
First of all, I'd like to point out that even if Reverse did fully engage, the wear on clutches and brake bands caused by it is about the same as each of the individual gear shifts your transmission made during your drive. You should not worry about how many times your transmission changes gears. Very heavy loads and aggressive driving are the real causes of increased wear on an automatic transmission.
Now, putting your vehicle in park will not cause any wear, because:
In a computer-controlled automatic transmission, the computer will only change gear if you stay in the gear for a while. Moving from Drive to Park, even relatively slowly, will not cause the transmission to even consider engaging Reverse.
On a fully hydraulic automatic transmission, Reverse will be engaged immediately, but this operation is so slow that if you move straight from Drive to Park in a direct motion, it simply won't have time to do anything, much less cause wear.
If the vehicle is turned off first, all gears will be stationary, so even if you fully engaged Reverse, there will be no wear on the clutches and brake bands of any kind.
The parking prawl and parking gear are quite massive chunks of steel, and their only wear is mild friction when engaging. Nothing short of intentional destructive behavior will cause noticeable wear on your parking prawl and gear.
I would also like to add that having a habit where you do not always engage park is probably a bad idea, as you risk forgetting to engage park when you really need to, instead of it being plain muscle memory. Even a well-serviced handbrake is much less capable than a parking gear, and handbrakes in automatics are usually far from well serviced (even if they're used, their reduced effectiveness is hidden by the parking gear).
Others add that engaging the handbrake prior to the parking gear may be a good idea in order to slightly reduce wear on parking gear and prawl, and ease parking gear disengagement (which can be hard when the parking gear is engaged in a vehicle on a slope). The parking gear does not engage unless the vehicle moves slightly after being put in park, so in this configuration, it will only engage if the handbrake slips. I do not do this myself, as I see no reason to worry about parking prawl/gear wear, and would rather have certainty that the vehicle cannot move.