If your guests are loose airside it is much safer if the prop is not turning. We do a lot of this with helicopters, and there is a significant safety benefit in a full shut-down when you are swapping people out. With all the marshalling you care to think of, it takes moments for a "fun day" to turn into an AAIB investigation and a funeral.
Others will perhaps disagree with me, but the time / fuel cost of a shut down is worth it in my book.