Three reasons for turning them off.
Some people think they look silly
They can and do fail, turning them off makes them last longer.
They make next to no difference as to whether people see you or not in normal conditions, in fact there is an arguement that people see the lights and not the vehicle with them on which makes it harder to judge its speed.
I have tried on and off and people pull out in front of you just the same either way.
I can see some benefit if you keep forgetting to put on your lights in poor visibility though...
Giulietta 2.0JTDm (170), BMW 335i Cabrio