The point is that cycling the tube filaments on and off is going to shorten life far more than leaving them on continously. I began my career in broadcast facility engineering back when much small-signal equipment still contained tubes. We seldom, if ever, shut it down and tube life was pretty good, measured in years, not months. Detailed, controlled studies on high-power tubes by the Voice of America and others, within the past 10 years, showed lifespan reductions of up to 70% from shutdown when not in use. Thoriated filaments are used in both high-power and small-signal tubes, so there is not a substantial physical difference that would suggest that small-signal tubes won't enjoy the same benefits of continuous heat. And empirical experience 30+ years ago supports that.
Speedcenter makes a rational point about safety concerns, which apply to some folks (especially those with inquisitive children or pets).
The approach of the prior post certainly covers the "thump" issue, but the deterioration of tube filament longevity remains.