Exit after frictioning of controls on an idling helicopter was taught to every US Army helicopter pilot back in the day. Standard practice.
Why? As many have alluded, assuring a restart can be problematic in cold harsh climes, and little risk exists with controls effectively locked.
I am also not sure that quoted European regulation forbids the practice - "A helicopter rotor shall only be turned under power for the purpose of flight with a qualified pilot at the controls". It specifically uses the the phrase "be turned" in the context of starting, and not in the context of steady state. Is there specific guidance that describes it as universal? Were it phrased "while turning" I'd think it iron clad.