Well heck, I been sitting here quietly just reading all these comments and I'm finally going to have to speak up.
I've been attaching and detaching pto shafts since I was 8-9 years old. The only time I've ever shut off a tractor was when it wouldn't stay in place when the brakes were released and it needed to be stuck in gear and the clutch released to hold the tractor in place.
When we started using the self unloading wagons instead of the older false front wagons which would have been in the early 60's. The tractor unloading the wagons would have the pto connected and disconnected at least 10 times in a short day. And the tractor on the forage blower would get the pto speed up and slowed down the same numbers of times.
As time progressed and the number of cows and the tonnage of silage increased it also increased the number of loads unloaded daily. In the early years with the wagons unloading on the front left corner and the tractors pto lever being on the right side (Farmall 400 and 560's) we often reach across the rear of the tractor to engage the pto after connecting it from the rear of the tractor standing on the drawbar next to or even straddling the pto shaft (NOT a recommended manner).
This was done as you had to ease the pto on and off repeatedly untill the front cross conveyor was emptied slowly as not to plug the blower. Once the front apron was emptied the pto would be latched on and the rest of the load unloaded using the wagon controls mounted on the front of the wagon, then the pto shaft would be disconnected and hung on the hook on the wagon and the wagon hauled back to the field, were you would pick up a loaded wagon and haul it back to the silo and repeat.
In the later years with bigger wagons and tractors many of the tractors had a pto start switch mounted on the left rear fender that made the unloading a smoother and safer process. You would pull up to the forage blower or bagger, stop in the correct location , get out and connect the pto shaft, speed up the blower or bagger tractor, press the fender button for the pto ( a short press would just bump it a bit, hold it on for 3-5 seconds and it would continue to run till shut of from the tractor switch) It was common to unload 15-20 loads per day so a multitude of connecting and disconnect a pto shaft in a day, so no we did not shut down the tractor every time.
In the last few years I have been involved less and less but I do know that the procedure and steps have not changed.
In this picture the referenced pto shaft can be seen with the free end hanging from it's support in front of the discharge chute.
So no I do not shut of a tractor normally to attach a pto shaft, I also do not see the danger in not doing so when reasonable precautions are observed.
