I don't think leaving it on while shooting is the issue. It's removing the lens when the camera is on. With a lot of lenses, if you remove it from the camera when it is on, and the VR is on, if you gently shake the lens, you will hear a rattle inside. If you mount it and turn the camera off, then remove and shake it, you won't hear that rattle. I never used to worry about that when changing lenses in the field, until my daughter had an issue with her macro lens, and I talked with customer support. They told me about this issue. I've tried it with several lenses, and definitely notice a difference between removing with the camera on and off.