Is it OK you ask, yes. You need to consider what could happen if you do. How much you care about each possibility and cost vs. time, etc.
If you're connected to the Internet someone could hack you, hijack your Computer, and send attacks to other Computers or just snoop around. Do you want to physically disconnect from the Internet each time you turn your back, and would you know if there's a problem if you were watching; the general idea is that you don't find out until it's too late, or never.
Another consideration is fire. If it's not plugged in it's not as likely to catch fire. If it's a Laptop you can store the Batteries in a Fireproof Safe. That's why there's Underwriters Laboratories, CSA, or other decal on your Device (if you didn't import an unapproved electronic device), your Insurance Company will cover you in accordance with the Terms of the Policy you paid for.
If you don't have your Computer turned on how will you use it when you're in front of it and make 3 Backups during it's 'idle time' as often as necessary (each stored in a separate safe location), but that's a different question.
There are many things to consider, what it will cost to do or not do; penny wise or pound foolish. Sort of like asking if you should buy an expensive Computer or a cheap one.
What do I do is different from what should/could you do.
I don't usually use Laptops, times I have I've turned them off (much like I would do for a Stereo or Camera) when not in use.
I have a Cellphone (it's a Computer) and leave it on always, until the Battery dies; then I'm plugging it in and rebooting.
My Desktop stays on virtually constantly, I turn it off for repair/upgrades, power failures and the occasional vacation. I've left my Desktop on for over 10 years minus a week or two <- That's probably the answer you wanted to hear.
You'll like this unrelated point too, I seldom Backup - maybe once every couple of years (saves tons of time and leaves all the CPU power available to me). Is that a good idea, it depends on cost vs. what you're willing to lose.
Use of the "Power Saving Mode" is probably the most important thing. Along with saving money you save wear and tear. Let your HDs park/sleep when idle for 10-30 minutes (increase the time vs. how often it catches you and your waiting for it too wake up).
Favor leaving Desktops on if it during the day and you're using them (Sleep Mode is your pal). Favor turning Laptops off if you're not using them that much; it's a portable Device that you lugged somewhere so you'd best be using it. Leave your Phone on, if you expect Phone Calls, Mail, SMS, everything (including the Phone Company tracking your location) ...
So yes it's OK. Consider what happens when you do. Just because most people leave it on or off (when they're not using it) doesn't automatically make that right for you, for all occasions.
Should you leave your Car running when you go into a building, no it's illegal in most places. Does turning it on and off all the time use more gas and wear it out, yes it does. Can you get a Fob that shuts off the Gas if your Car gets a block away, yes you can (still illegal to leave it running in most places, but you'll get it back if you survive a Carjacking).
Hope that helps to more carefully consider your own situation and determine what's best for you.