Should i just leave my Surface Pro 3 on when it is in the docking station?

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Windows Central Question

I usually turn it off every time I am done with my work. When I return and turn it on, it usually has to shut down and says it will restart. However, the restart is an extremely long process. I am wasting time with this restart and also frustrated. Is it best to just lock it and leave it running (maybe disconnect from WiFi)?