Well, I do not trust cheap hot glue guns. But hey, they do work as intended - real issue is poor quality, low power and no proper temperature control.
For soldering irons/hot air/hot glue/oven/oven plates/other hot things, I only turn them on when I need them and turn them off as soon as I have finished. Only higher quality ones can be somewhat trusted to be turned on for longer time. Some of mentioned devices do not have mains power switch, so turn on/off is extra annoying.
One thing to note about hot glue guns - hot glue gun will consume hot glue sticks like there is no tomorrow when you are doing anything. Buy bigger pack of longer sticks in advance, it is cheap.