Turning them on doesn't reduce the security. The issue is unlocking them.
As far as the security of the data on the device is concerned, a powered-off device is equivalent to a powered-on device that hasn't been unlocked since it was powered on.
Pro tip: on newer iPhones with either Face ID or Touch ID, holding the sleep/wake button and the volume down button for some time puts the device in a mode where Touch/Face ID are disabled, the phone is locked, and the device passcode is required to unlock.
