I typically will unplug mine when not being used regularly for a few reasons:
1) Windows will use "bandwidth" to keep communication open to the drive, which is unnecessary if it is not being used. Depending on power management settings, the drives will spin up/go idle as well.
2) As the purpose of them is for backups, if they are not physically connected to the system, they cannot be damaged by a system level attack.
3) Windows Indexing functionality can chew up system resources, so if not connected, Windows can't create "undue overhead" by trying to index that drive for you.
Most of these are really to streamline the computer as much as possible when running in "DAW mode" for me. They are certainly not "required," but I feel they are good practice.