I just let it run for a minute or so after I park while I'm unbuckling, grabbing a few things,etc. I don't spend any extra time letting it cool but I figure why not leave it running while you're doing those little things anyway, then shut it off when you're ready to get out of the car.
I wondered this too as this is also my first turbo, but I think the difference is as [MENTION=3563]TyphoonFiST[/MENTION] said above, older turbos may not been cooled by coolant lines, only by air, so if you shut the car off especially after running hard, the turbo would keep spinning and cook (coke?) the oil.