"You don't randomly start it from scratch whenever you run a game..." Uh, this is exactly what I do. What's so special about an app that launches apps that it needs to be left warm constantly?
Nothing special. It just sits there doing nothing, like many other programs in my setup. Some people start Steam on boot up.
If you don't, nothing special happens either: you just wait 7-10 seconds, hardly an eternity, and there's really no rush to firing up a videogame either. We're not talking in-game responsiveness, the only thing that truly matters.