What would happen if the aircraft happens to be on fire or some other emergency that requires immediate evacuation of the helicopter for your and the passengers safety. Would you land AND shut down the machine waiting for the blades to fully stop before leaving? I know I wouldn't.
I have no issues (and do it on a regular basis everyday) in exiting an aircraft while it is running. Obviously care needs to be taken.
Not everyone flies just from A-B in a straight line.