Between clicking on/off at least once a day, and changing batteries once a year, I'm picking changing the batteries. I'd also guess most people would just leave it on. They may have already tried that.
To be honest, I also have a Dymo label printer (very old model), and it does have a physical on/off switch, but even with the switch off it still consumes batteries like in 6 months.
Every time I want to use it, the 6 batteries are flat.