The boards that are used in these
devices draw so little current when they are left on, I don't worry about it. They actually draw some current even when turned 'off'. Turning them off will not do anything bad to the batt or the
device.
I do take a removeable battery out when putting a mod away for a week or longer, but I do that for all my battery powered devices like cell phones, cordless phones, etc. OTOH, my VS DNA40 has a soldered in 18650 so I'm stuck with leaving that in. I have let it sit for a couple of months unused and the battery didn't discharge noticeably as far as I could tell.