I imagine it is perfectly okay to leave it in the bread machine. What I do is put it on the dough cycle, then take it out after it is finished, then divide it into two, cut each half into thirds and braid two loaves, let 'em rise again, then brush them with eggwash and bake both loaves.
I'll have to try some this weekend. The kids won't care if it's braided, they just love the taste!