Well, in a not so far future I want my robot not only avoiding the cat, but also hunting him. 
But seriously, the stepper motor has a small holding torque even with the coils off. So if there are no cats and in a flat floor, the robot can maintain its position. The library always stores the last pin configuration, so when the motors are turned on again, the cycle of steps continues where it left off.
But you're right, keep the engines running all the time makes more accurate movement and in some applications this may be necessary. On the other hand, a robot under development spends most of the time under test next to computer, so saving energy can be a welcome idea.
Perhaps there is a middle way, since I'm using chopper to lock the wheels, I can make a sort of fade, where the chopper begins with a long active period and slowly decreases along the time until it stabilizes in a short value and then eventually shuts down.