Not really - If you drive it like you stole it, that might apply - but used with EGT, paying attention to boost is good way to maximise progress and minimise fuel use. And, as @gazman says, its excellent practice to cool the engine down sensibly before shutdown - and clearly ragging the bum off it, and then just walking away is not sensible!
i treat my cars like i treat my tools, they are for a job and they had better do the job I want them to do no matter what.
i over service my cars and my tools because i dont want them to fail, but if they do fail so long as the job is done Im happy, I will happily beat something with a hammer to get the job done, then afterwards buy something better to do the job with next time.
Drive it like you stole it is pretty normal down this end of the world, im all about maintaining constant speed and dont really care what the boost gauge says, if Im working it hard up a long drag at 70mph only thing I keep an eye on is the temp gauge, its a proper temp gauge and you can see it slowly climbing.
If you think about it ragging the bum of any car and switching it off just isnt going to happen as any journey involves a slow down at the end even if its just pulling onto your driveway or the petrol station/works car park etc
Nowadays turbos are tough bits of kit, change the oil often and they will literally last the life of the car pretty much no matter how you treat them.
I think if fuel usage is a worry any 4x4 is the wrong car for you.