Is it a bad idea if you keep logging in a website?

I keep logging in most sites I participate in and I feel that is just OK with me,but I heard that many people tend to log off after they don’t use the site anymore and will log in again if they visit again,and they suggest others to do that. Is this just a common behavior or what? I don’t understand what’s the dangerous issue about having a permanent logging in a site. Can you tell me what is your reason when you prefer to log off?