Thanks, Slatye - that makes a hell of a lot of sense, as to why you wouldn't/shouldn't leave it engaged all the time.
I use X-Plane, a flight sim (I know - pa! Not the real thing! But it's the best I can do for now...). And on the KingAir, I've always thought this thing (circled in red) had something to do with feathering. I'm now guessing I'm wrong, but might go a bit crazy when you feather an engine?