If I'm in the room I leave it on, but if I'm going to leave the room I turn everything off, because I am prone to being distracted and before I know it, it'll get left on all night.
I have my sewing machine, lights, and iron all on switches that are controlled by my Alexa. I can turn things on and off individually with my voice, and I have grouped all of them together in a group named "Everything" - so when I'm leaving the room I can just say, "Alexa, turn off everything" and the whole room gets shut down. I love it, it's so "Star Trekky".
I don't unplug my machine, but I have it on an expensive surge protector AND a UPS ("uninterruptible power supply" - basically a battery back-up and power "cleaner") so it is very unlikely my machine would get hit by surge. I want to get a whole-house surge protector added at the box; I hear they are not very expensive and I like as many layers of insurance as I can get!