Hi JHN,
its free! do you switch off the ADF just because you aren't using it?
No, but I think the comparison is not so relevant. The ADF that you mention is a mean of navigation and in modern airplanes you cannot "switch it off" unless you enter no frequency in it, but again it is not off, just not tuned.
When I ask other pilots why the switch it off none has ever been able to answer.
In general you leave something off when it is not required, e.g anti ice, ignition, backup hydraulic pumps (electric or engine driven depends on airplanes), etc..
My opinion is that the is not a single way of thinking about that kind of subjects, what is relevant is the result you get in the end