There is no reason to turn it off, unless the ship is safe in port. EW gear is one of those things that you just don't turn off, and it doesn't matter whether you think that there is a threat in the area or not. When I read that it was off in a combat zone, my blood ran cold. I can't think of a situation where an order to turn the gear off in combat would even be obeyed, at least not on a US ship.
Could they be trying to divert from the fact that their EW did not pick up the threat - is that even possible that it won't work against certain missiles?