I normal PT-6 will allow it's propeller to go to the feathered position when there is not oil pressure. Thus when the engine is not running, it'll be feathered. There are a few exceptions to this. Therefore, though you can select fine pitch for a start, the prop won;t actually get there until the engine is running. The prop is feathered prior to shutdown simply to slow it down more quickly. I once out of curiosity shut down a PT-6 in fine pitch. It took about 6 minutes for the prop to stop. Not safe for people on the ground, and not good for the propeller gearbox, and there is no engine oil pressure, just some splash lubrication.
It can also be reassuring during testing I do, that I can feather a propeller without shutting the engine down, when single engine testing is required. I also do this for glide testing a Caravan. You gotta be very careful bringing it out of feather though, as a prop overspeed would be possible.