It's a good habit to get into, switching off the main, though because if you ever put it in your pocket or it rolls under you when you are sitting on the couch watching TV.. it's possible to ruin your atomiser and/or burn holes in things.

I've never had it get so bad to burn a hole in something but once, during a staff appraisal meeting with my boss at work, I had my box
mod in my pocket without first turning off the main switch. I ended up "leaning" on the pocket for an extended period of time and almost burned a hole in my pocket.. haha..
Good practise to switch it off but, no it won't drain the battery just by have the main switch on.