Does it hurt to leave the key on to listen to the radio? When you turn the key on you can hear the fuel pump pressurize but does that hurt anything? I'm not talking about hours just fifteen to twenty minutes.
The only thing you're going to hurt is the battery.
If you find yourself doing this often, it might be worthwhile to have the radio wired from the battery through a separate switch rather than to the ignition, then you won't pressurize the fuel pump, power-up the ECU and gauge, and everything else and it would be better for the battery.