Matters up to your comfort level
Every time my neighbor uses his Weber Grill, he turns off the gas at the tank. Me, I leave it on year round and have never once experienced a problem. His thinking is that if a seal or hose were to leak, it would drain the tank. Boat people think much dire consequences - explosion and loss of vessel.I know that if I had propane on my boat, I would be turning it off EVERY time I left it for the week. But that is just me. Hey, my grill is one thing but my boat - totally different.As for the turn on sequence - yes you have to have all the gas lines turned off before you open the main tank valve. If the regulator experiences flow when it is first pressurized, it closes a saftey valve.Same thing on your gas grill at home - have you ever put in a new tank while the burner was still on? NADA. You have to have the burner off before you turn on the main tank valve.