We sometimes do things differently.
I have all my ESC wires intact on all my quads. It does generally make one ESC warmer than the others, but the one where you leave the wires intact will also get warmer for the same reason.
It doesn't hurt to disconnect the extra BECs by disconnecting the red wires. but it is extra work, and some people cut them which is extra work to put them back when you need to.
This is generally safe if your ESCs have linear BECs. Most do. Actually, any ESC with a linear BEC that says more than 1 amp will generally have several BEC chips inside it. By leaving all your ESC wires intact, you are doing the same thing externally that they are already doing internally.
The one time I would recommend disconnecting the red wire on all but one ESC is if they have switching BECs in them.