+1 Schubert. Kijanski the analogy doesn't hold. If I told you my tap water tasted optimal only after leaving it running for hours, I'd be vilified and probably (and rightly) reported to the city of LA.
Personally, I don't want to waste the tubes in my preamp or power amp but I also don't want to cycle the units on/off more than a couple times a day. My power amp literally takes 30 minutes to stabilize before you can bias it so there's overhead to consider. I also don't trust the thing 100% so safety is a concern.
I'm not taking an absolute moral stance on this but I'm just saying that considering the electrical usage is the responsible thing to do. In Southern California, we are often asked to refrain from non-essential electrical use during peak demand in the summertime. In those instances, using big, power hungry amps just for personal enjoyment would be irresponsible.