Good question, my answer is this:

We checked all my stuff out and know it works, and a ground check of the buddy box has been done, and gets done any time we think it is prudent. (I usually do so myself every time I set it up now that I am teaching my kids)

I keep the cord unplugged till ready so there is no chance of someone tripping on it or walking away with the slave box and yanking the TX from my hand.
Add to that, its simply what my instructor did with me so I never considered doing it differently

It doesnt take much to hold the master up and let the student plug in while I control the plane, so I always did it the same as my instructor did.