In ye old'n times we would leave the console on as a stop-gap way to save the game between in-game save opportunities. Because ye old'n times game design philosophy believed that the added difficulty of crazily separated save points was "fun".
In modern times I sleep the hardware if I expect to be back within <24 hrs, and power off if I expect to be longer.
(Thank god for saving memory states in emulators!!! Elsewise I probably wouldn't play retro games at all.)