I used to do that with a shell in the chamber until my son educated me. Apparently shotguns (most?) aren't designed to handle being dropped and may accidentally discharge - even with the safety on.
Mine are now stored unchambered. The pistols are chambered however.
Never heard of a Remington 870 going off when dropped. I suppose if dropped at a certain angle and a protruding object hit the safety button and another object fit in the trigger guard and also pulled the trigger...maybe.
As mentioned by another Freeper, the sound of a shell being racked into the chamber will likely loosen the bowels of an intruder, so it’s a great option (and the one I use as well).