Should the power be off every time changing cables?

Wish I had read this thread a few months back. A couple of weeks ago, I was having a problem with my left mono block tube amp...no sound. So, I switched in my ss tube stereo amp ( which I run off my second output from my preamp). I had switched off my tube amps and had made the speaker cable change and the ic cable change while all amps were off. Nonetheless, I figured why not take a look at the ic's to the tube mono block amps ( which were off)...this while the ss amp was playing. NOT a good idea at all! 
The crackle through the speakers was pretty scary! Luckily, no damage done, but a lesson learned. Best to have ALL gear off when changing cables.

Playing with electrical components -always best to play it safe. Power off.

Real world-I've never been to a demo/show, where gear was turned off, with the exception of power cables.
This has been with the presence of the amp/gear designer standing next to their creation.

https://m.youtube.com/watch?v=byVrloNIcKQ

Volume down, source not playing, obvious precautions.
Also experienced hot swaps with side by side speaker comparison- music playing, quick swap of speaker cables to hear differences. 

Living on the edge!

Thanks for all advice.
Normally I turn off all gears before changing any cables, but I am about to play around with different speaker cables and IC cables with different power amps and preamps, and found out that it is hard to compare the sonic differences before and after changing cables if I power off, wait for a few minutes, and then power on.
I will follow the safe route most of times, but if I need to, I will change cables with preamp set to mute and input selector set to an unused input.

by switching the input you protect speakers not amps.
by turning the power off you protect everything .
the choice is yours 

Another voice from the "turn the system off" camp.