It would charge just a little slower (not even noticable I think) turned on is my best guess. Might as well turn it off just to save a little energy depending on if you have the time to and aren't in a rush. =). When its "on", it's probably draning just a slight bit of unnoticable power. like computers doing in sleep-mode.
This is if it has an master on/off switch. Not familiar with the Leo pro sadly.