In the U.S, it's illegal to leave your car running while you're not in the driver seat. With our fancy BMW keys, we could argue (lol). FI cars are no longer a risk of igniting while pumping up, but it's the same risk as talking on your cell phone while doing so.
You'll get hippies yelling at you for wasting fuel and poluting our air, but nothing else. Your check light may come on when the fuel cap isn't tighten (I believe FI needs negative pressure in the tank for the return fuel lines to work).
I shut my car off, it's just common sense and I don't like hippies yelling at me. Hippies are crazy.