I always leave anything with a fan that cuts on/off based on temperature on until the fan shuts off (my MIG welder), my plasma cutter I just let it run for a few minutes after I am done with it, unless I only used it for a very short period. I always leave it on until the air solenoid shuts off air to the torch at a minimum, normally a few minutes longer.

My MIG welder does not have a fan running at all once the cooling fan shuts off, so I shouldn't have any worries with it.