In reply to Henrik:
We have an machine at work that is basically a big computer controlled machine worth 100,000 pounds and we have been told by the manufacturer there is a specific problem with the motherboards failing due to this sudden heat increase when the machine is turned off, so we have been told to leave it running all the time. Im not kidding you its a real problem that exists that a lot of people are not aware of.
I have also done experimentation as a separate exercise on other equipment and was shocked by the percentage increase of temperature when you demonstrate it.
As for your analogy, if you keep running you keep cool by the flow of air that passes over you, when you stop you then overheat without the airflow and heatstroke can then really hit you worse, thats why people then need to fan you.