Absolutely concur with the previous posts, that unless actually executing a task,
the lathe is off.
Naturally, every rule is accompanied by an exception; my concession to the above
is when drilling with the tailstock. Then I will leave it running. But, the tailstock is
withdrawn right to the other end of the bed, and I use a keyless chuck.
I don't use a QCTP, so tool changes are made with the lathe switched off.
ATB,
Daniel