Same here. Switching from ECU Auto to B causes a slight hiccup. That's all. I've never switched the electric master off with the engine running. I guess that's something to experiment with next time I lay my hands on her.
The reason for the report was that in the early days we had the DA-40, people were still used to Pipers, and switched (or tried to, at least) the engine off with the electric master (key) instead of the engine master (I guess in absence of a mixture control). Obviously that's not what the POH and the checklist say is the right procedure but the unexpected result was what prompted the investigation. Or at least, that's what it said in the article. I wasn't flying the DA-40 at that time.