The link to a post Almarg pointed out covers the way it is IMO. Some electronic components (semiconductors) do not like the big thermal swings, and may fail sooner. Others may settle, and break in to the on always operation since they stay hot all the time. With this case, those semiconductors may break when they shrink during cool down, since they have never been allowed to contract during a cool down, and expand during warm up, since this is what they have become accustomed to. Think of it as a super miniature bridge without expansion joints, for thermal change, while others may handle the temp swing like a bridge. That one poster is an engineer(Almarg link) that specializes in this. And like he says, it varies from component, to component. I'd have to agree with that. It makes sense.
For those of you worrying about going to hell... Maybe one of those inventors of those little magic things that change the sound so much your jaw will drop, may figure out how to
air condition hell.