If you are talking about switching the main system on and off while the Vandy sub is plugged in (ON), don't worry. Won't hurt a thing. I do this all the time.
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I can't see why this wouldn't be ok. The reason most companies make equipment without a power switch is the general idea of leaving it on all the time, as in the case of the 2Wq. When you switch your main system on or off, does the sub emit any transient noises? If not, there is definitely no problem. The only time the woofer emits any noise is when you unplug the internal power amp of the sub, which emits a light "thump" after about 30 seconds.
Bob. While Richard Vandersteen will answer just about any question about his speakers, he's not into "hand holding" with customers as I and others have found out. Just sayin'... :-)