No its quite OK to leave it on.
However, and this applies to any electronics, you should be aware that electrolytic capacitors have a finite life. To maximise the life of the equipment you should turn off where possible.
The life depends on a number of factors such as temperature and ripple current etc so it's extremely difficult to put any accurate figure on the life. Life is usually defined as the cap value falling by 20%, so it doesn't mean failure, or that the equipment will stop working, but that it could start affecting performance.
In spite of this some context needs to be applied, the comments are just about how to get the longest life out of kit and that leaving it on is not going to make it fail any time soon.