Thanks for using our answers forum! I understand you're wondering if it is necessary to leave your cable box on when you are away from home. That is not necessary, as long as your Slingbox is configured properly. You will be able to log into your Slingbox remotely, pull up the virtual OnScreen Remote and power your cable box on and off just like you would at home with your physical remote.
Here is an article which explains the Internet viewing experience more thoroughly:
Hope this answers your inquiry!
The Sling Moderation Team