It may well be true that changing a squawk resets the transponder to sby, but how do you know? Certainly less complex ones (ie GA sets) do not, so how is it safe to just assume that yours will? Surely good airmanship dictates that you go to sby before changing squawk, unless you have read the spec on the unit - and who has ever seen one of those?
The argument that says just dial it up because you would disappear off the screens if you go to sby manually is spurious - because youll disappear anyway if the thing goes to sby on its own, wont you? Surely better safe than sorry?