Canon does not mention turning the camera off (5DII, pp 31, 32), but does when changing CF cards and batteries.
On the Canon forum (POTN) this has been discussed endlessly and the consensus is that the body can remain powered during lens changes. I've NEVER turned either of mine off during lens change.
Static charge - I agree that they'd want to eliminate it - and not just when the camera isn't powered. As you say, static discharge damages electronic circuits so I suspect there is no static charge at any time.
Another Urban Legend? I recall when the net was full of posts like: "Swiffers are poisonous - the chemicals killed my dog". Nonsense.
Glenn