Another reason to actually talk to somebody, instead of shutting the radio off, is that every type of ATC service (ATSOCAS like Basic, but also services inside CAS) imply an alerting service.
So if you don't respond at the time they expect you to respond (whatever that is, but typically your next announced waypoint) they will start looking for you.
I don't normally talk to FIS or LARS providers, I just monitor their frequency. Except when crossing the Channel, North Sea or other area where that alerting service gives a nice snug feeling. (Even though ATC can't do a lot for you when the engine quits over the North SEa.)