This feature keeps the water inside a small built in vessel just under the full hot temperature, and ready for immediate hot water demand. Without the need to run off large amounts of cold water before the hot starts to come through. Thus saving water and energy too.
If you are planning not to use you're hot water or leave you're home for an extended period of time, I would recomend not using this feature. Same goes if you do not have a large hot water consumption Single person or a couple for example, as the energy saved is wasted on keeping the unused water hot and ready for instant use. But if you have a few people in you're home and have the shower on or baths drawn a couple of times a day etc. then leave it on all the time.