Jeez you've never had to replace a fkd turbo have ya? Or excessivly worn rings/pistons.. or jacked up main bearings..
Its expensive to hammer on something and just shut it off or hammer on it before its warmed up. I'll also add that no matter how well designed the oem makes the system .. they can and do fail when abused. Not properly letting a turbo/engine cool off DOES make a difference. Granted much less with a water cooled turbo but think about it, if you've just been wompin the piss out of the car, roll up and shut off.. that turbo is still spinning, without oil feed.. and that sir is NO GOOD. You are aware that the center shaft of your turbo spins at HUNDREDS OF THOUSANDS OF RPM RIGHT? It doesn't just stop when you turn the key off. It wont kill it right away, but keep that crap up and you'll have a failed turbo in no time flat .. let alone what that abuse does to the rest of the engine.
I treat my wrx just like I would any other car.. the turbo isn't the only part in the engine that needs warming/cooling prior to shutting off. Engines are precise devices that have very close tolerances and operating ranges. Work one hard outside of that range and stuff WILL eventually break. Its only a matter of time.