I rarely unplug, but I do turn off. Because I seldom try to do stuff behind my receivers while I'm standing in front of them there is little risk of an accidental power-up. That said, when I do toy behind my receivers standing in front of them, it is typically to plug/unplug an HDMI or TOSLink. I never toy with speakers wires unless I'm safely behind the receivers, and previously turned the volume down to nothing, and then muted it before shutting down the amp.
An accidental power up with tangled speaker leads can be disastrous, so manufacturers are probably trying to minimize the amount of customer-damaged units coming back on warranty because of speaker lead being short-circuited by dumb and careless dweebs.