The idea of turning off all electrical accessories dates back to before the mid 1960's when cars had generators instead of alternators, and they didn't have accessory switching. So you could turn anything on without the engine running. You had to make sure everything was turned off before you shut the car down, otherwise, your battery died very quickly..... don't forget, back in those days, electric motors and tube amplifiers (yes car radios were tube amps before the late 1960's) pulled high current. Today, cars have the ACC switching, but not only that, when you start the car, it cuts all power to everything except the starter untill you release the key. Thats why your dash goes dark when you start the car. So in other words, no, you don't need to turn everything off now. But I do suggest turning your stereo down.