does a radiator need to be left turned on with a bosch 240 boiler? ?

We had a worcester bosch 240 boiler fitted about 11 years ago on a mixed 2 pipe and one pipe system, at present it is working fine, but when we had it fitted we were told we had to leave a radiator turned on fully all the while, which wasn't a problem in the past, but now the gas is so expensive we need to know if this is true, and if so why?