The manual says to unplug it.. I dont know what exactly it would hurt if you left it plugged in though. I've had mine about 2 weeks I think and I unplug it when I'm done. Not the best answer but probably the safest.
Also, side note. The first couple time you try something different I wouldn't go to far from the air dryer until you know how it will cook. I had a rotisserie chicken going and a wing got loose on me haha.