This depends on the work being done. As boggen states, if the tractor has been working hard, a cool down idling period is advised by most manufacturers. If this coincides for when you are off the tractor and jumping back on, you can leave it running. There is the safety factor of leaving a running machine but I'll leave that up to you. I once tipped my tractor over when i left it running as when i jumped off, my foot hit a gear shift lever. She backed up, high sided on a rock and over she went but this was an older JD machine with the gear levers in the middle of the tractor and I had pak boots on. I shut my tractor off all the time now as during the summer, I do not run it long enough for it to reach temp. I do it not for safety reasons but to conserve hrs and fuel. I estimate I save about 2 hrs worth of idling per season for a whopping 20 hrs of run time in 10 years. Fuel usage i don't know but it probably as minuscule as hours saved. If I were running a big 6 cyl tractor as opposed to a little 3 cyl, my mindset might make a bit more sense. I do not use the glow plugs at all during warmer months even if the tractor has cooled down over night.
I attached the roll over pic not to confirm the safety issue even if it does, but I thought the whole thing was rather comical especially when i needed the tractor rather quickly to yank off the stump the tree that was perched toward the house that was intentionally felled into a support tree. Fun days in the woods!