Its actually good for the waterproofing to wash it! Well its good for the DWR chemical coating which causes the jacket to "bead".
The saying they taught us at MEC was something like "wash it lots, dry it hot" I think you're supposed to do an extra rinse cycle (you shoudl also get proper detergent at an outdoors store if you Reeeeealy care about it).
If you wash a down jacket, always dry it with 3-5 tennis balls in the dryer. This fluffs the down up and maintains the loft that you need to keep warm. Down shouldn't get wet or it loses its warmth.