When you leave a forklift running, the engine is still on and the hydraulics are still pressurised. This means that the forklift can still move, even if you're not in it. If someone else gets on the forklift and starts driving it, they could easily run into you or something else.
Additionally, if you leave the forklift running in an area where there are people or flammable materials, there is a risk of a fire.
For these reasons, it's important to always turn off the forklift and set the parking brake before getting off. This will help to ensure your safety and the safety of others.