LNB's can freeze in colder climates. This not happen as easily when the lnb has power.
Some lnb's do not work or perform very well until they have had power for 5-10 minutes. Leaving the power connected helps prevent signal loss at start-up.

Most FTA receivers that have been made in recent years do not cut the lnb power unless the receiver is put to sleep or unless power is removed from the receiver. This is done partly to the reasons mentioned above.