Can cardiac ablation for atrial fibrillation cause damage to the coronary arteries close to the ablation site

Unlikely: To cause any damage to coronary arteries.

Yes but it's rare: The coronary arteries, most specifically a branch of the left circumflex artery run directly beneath a structure called the left atrial appendage. Ablation in that region, or just behind it puts rf energy near that artery. However, the artery has very high flow (relatively speaking) and is thus protected from damage the majority of the time.