I once heard someone say that the studios leave shit on all the time, but then i probably read that on the internet, and you know how everything on the internet is true...
Personally, I turn shit off whenever I'm done with it, but I think as long as things don't get too hot, things should be fine.
I have an Ensoniq ASR-10 sampler that gets really hot after 2 hours, and after 4 hours begins ****ing up. If that's the case, turn it off.