UV can break peptide bonds. Also 3 amino acids absorb UV and they may also be damaged depending on the intensity. I am not aware of Visible or NIR causing damage. Depends partly on how long and how intense as well as wavelength, right?
Other possible levels of damage are possible. Loss of higher orders of structure may result from heating. Enzymes may denature leaving intact amino acid sequence (primary structure) but loss of quaternary or tertiary structure (unfolding) with consequent loss of activity.
Moreover, non-covalently bound cofactors may be displaced by vibrational modes etc.
Finally, I would consider other molecules like transition metals that can catalyze crosslinking between sulfhydryl groups. These reactions could be accelerated by NIR, but I'm not sure about that.
Is there a change in spectra with time?
Interesting question.