It is definately a good idea: more-so on turbo cars anyway.
Don't forget that oil is used to keep the turbo cool...so you don't want to go thrashing it from start-up as the oil wil be 'thick' and not circulated properly having been stood for a while.
Same on shut-down. If you get back & switch off, the oil will stop being pumped around ..but the turbo will be red-hot(ter than normal) and need the oil to cool it.
Good practice to get into.
Could think of it as a sprinter. They warm up so that they don't do any damage when they 'race'...but also have a warm down period afterwards.