I'd do the same and lower everything, always.
It's just a pretty easy thing to do, doesn't take but an extra 2-3 seconds, and I've made it a habit so it's almost automatic.
Yes, this! Let alone the benefits in preventing the machine from accidentally moving, it saves strain on the hydraulics, and most importantly, prevents accidents with an unattended machine.
I once drove past a construction site after hours, noticing that the parked backhoe still had the hoe in the air. Zero prevention from kids (or me!) getting at it . I took one of my kid's old shirts from the trunk, and placed it carefully where the tooth of the hoe bucket was about to be when I lowered it. I gently let the hoe down, and relieved all the pressure, pinching the shirt to the ground in the process. Hopefully, the operator got the idea the next morning....
To my delight, my new JD1025R has a lock on the front end loader controls, so the lever can be prevented from being moved. For the very, very few times I need to get off the tractor with the loader off the ground (like to hand shovel a load out of it), I lock it in position, and apply the parking brake. Let alone my grandkids playing around the tractor, doing so prevents me bumping the lever as I get on or off the tractor.
I feel badly for Piston Bulley actor fellow, and I've had a crushing leg injury, so I get it, but people have to learn one way or the other, that the machine does not care about you, and physics will always prevail if you don't allow gravity to over come it first, or lock it out!