Do you shut the main water value OFF? Unless your plumber says not to, because your heating system needs the supply of water, i.e. steam system, etc. you could have a costly repair when you come home.
Even if you have a new house, you could get a leak at any time because of poor installation or something else. I'm not a plumber, but I've seen a few leaks and while I don't know all of the causes, I am aware of the possibilities. These pipes are supposed to last a lifetime, but sometimes things don't go as planned. So, if you can, save yourself the pain and turn the water off before you leave.
Any other reasons why you should NOT turn the water off, please educate us. Thanks