answer:It doesn’t so much have to do with the grill as with the tank. There’s two reasons to turn off the tank: 1. Save gas—if there’s a very small leak, you will suddenly come out to find an empty tank when you go to grill. 2. Fire safety—the interior of the grill is enclosed, if there’s a leak into there, the grill may build up enough gas to cause an explosion or fire if there’s a small source of flame nearby (cigarette, static from a cat’s fur, etc.) — The aside here is that when you open the valve on the tank you should make sure you open it all the way—tank valves are “double sealing” meaning they seal when open and when closed, but not necessarily in between. So if the valve isn’t all the way open, you may be losing gas out the top. Usually not enough to cause a fire, unless it builds up somewhere, but why lose gas you paid for?