Generally no, you don't want to export JSON for an older version. Data can indeed be lost. It varies by older version. 4.1 to 4.2 loses physics constraints/keys and transform mode keys. You should not lose other data, but it is still not a great workflow.
Also note that to be sure you don't have issues, you should export with the version matching your runtime. So you can export 4.1 JSON, import into the 4.1 Spine editor, then export 4.1 JSON. This ensures the export is compatible, as exporting directly to an older version isn't exactly the same in all cases as the older version doing the export.
