the cooling down of the turbo is done to protect the bearings of the turbo. if you turn off the engine then the coolant that cools the bearings stops circulating. apparently modern turbos don't require it due to better engine oil and bearings designed for the extreme heat.

personally, it wouldn't hurt to cool the engine down before you shut down the engine after a long run.

or you can try slowing down the car if you are already near your destination so that you can save time (and gas) cooling the turbo.