Can I power a low power sensor from a digital pin?

I saw that sensors like the MPU-6050 (which draws <1mA) are usually powered from 5V. Is there a reason to do this instead of powering them a digital pin - something that will help me to save power when it’s not needed?

If it’s Okay which sensors draw too much power for a digital pin?

Garfielder:
I saw that sensors like the MPU-6050 (which draws <1mA) are usually powered from 5V. Is there a reason to do this instead of powering them a digital pin - something that will help me to save power when it’s not needed?
If it’s Okay which sensors draw too much power for a digital pin?

You could always try it. The GPIO pins can probably handle continuously 20 mA.