If it's a very short turn. i.e as one set walks off the plane another is waiting in the gate10 meters away (I've walked off Easy Jet flights in to Amsterdam and the gate is full of people waiting to get on), they may not turn them off. From the short turn SOP for Ryan Air that I have (though I don't know how accurate it is) they have them turn on the hydraulics with the before-start procedure. If it's not going to be very long before that happens once again, maybe they just don't bother. I also have a BA check-list as well here and hydraulics are set around the same time, confirmed during the before start checklist. Going forward to the shut-down check-list however, it states "Electrics Hydraulic Pumps ...set" it doesn't state Off, which suggests to me, they could stay on, possible under a short turn situation. Again, can't confirm how accurate this is, I work for neither airline, but this BA one is from BAVirtual which is said to be pretty accurate.
Some of the turns are so short, especially with cheap airlines, that I wonder how much is turned off when arriving at the gate, to then turn back on again not much later. I was reading an article on the stigma with pilots and coping with stress (http://www.theguardian.com/commentisfree/2015/mar/28/germanwings-crash-exposes-pressure-pilotes) and one thing that was high lighted in this was the very short turns. So I suspect they are just kept on because why bother