There is no study showing it, but I think the reason why some people are recommending to not use it long term is that, since it's a hormone, if you take a lot of it on a regular basis it could leat to atrophy of the pineal gland which is naturaly producing it. I haven't found any study backing that, but there are little studies regarding long term safety of melatonin, and it does seem to be a valid concern.
I'm in the same situation, to be on the safe side I try to not take it more than once or twice a week, and taking break for a few weeks. I'm trying Tryptophan (same as melatonin, 30 mn before sleep) it seems to have roughly the same efficiency on me, while being even less dangerous (probably, as you get as much tryptophan from a steak than from a pill for sleeping).
Tryptophan is what your pineal gland needs to produce melatonin, so it seems even safer than melatonin as you're taking a small amount in comparison to food, and the added benefit is also more serotonin which doesn't hurt to sleep, and it will not suppress naturel production of melatonin. Makes sense, but there isn't much study behind this.
But there is some possible issue with tryptophan as well, you need to take it at least 2 hours after eating any protein, as it's an amino acid that will compete with others, so when you take a pill of it in this situation, you get a lot more of it absorbed than with food, since it comes with proteins in food. I haven't found any study showing any serious problem with long term use of Tryptophan, actually it's the opposite (boost mood, cognitive function, enhance sleep...) but as anything unatural I try to use as little as really needed.
The administration of melatonin had no significant effects on mood or sleep. However, melatonin withdrawal delayed sleep onset time and may have had some mild mood-elevating effects.
pubmed.ncbi.nlm.nih.gov
The daily nutritional requirement for L-tryptophan (Trp) is modest (5 mg/kg). However, many adults choose to consume much more, up to 4-5 g/d (60-70 mg/kg), typically to improve mood or sleep. Ingesting L-Trp raises brain tryptophan levels and stimulates its conversion to serotonin in neurons...
pubmed.ncbi.nlm.nih.gov