I have always been taught not to turn horses out with halters since I was a child for the reasons that have already been stated in the thread.
I am paranoid to even turn out with a break-away. Won't even stall with a halter on. This is not a stab at you or your barn, please don't take it as such, but at all the lesson barns I have been at, everyone was pretty much like, if the kid is too small to reach to put the halter on, a staff member should be going with them anyhow. So they were never left on.
Besides...I'm a halter junkie and I don't want my pretty, bright halters getting torn up! Haha!
Cinnamon Whiskey 11 y/o 15hh Chestnut AQHA mare, 2'6 Jumpers