Personal preference.
I once surrendered to the siren song of a digital caliper. As has been noted, those things continue to draw power even when "off." What I found was that the caliper ate batteries at a prodigious rate, and it was ALWAYS dead when I wanted to use it. It's like the measurement equivalent of an inkjet printer. I bought a Harbor Freight Tools dial caliper and never looked back.
Yes, you may just leave it in your shop, but you'll get awfully tired of having to replace the batteries every time you want to use it. And the cost of the batteries will quickly outweigh the cost of the device.
Just like an inkjet printer.