I've been at two barns who did both- one brought the lesson horses in during the morning, and the other only brought them in if they were being worked. However, the one who brought them all in had a huge lesson program that ran all day, so the horses were being rotated and used all day (mostly beginner lessons, nothing too intense), and put in the stalls to hang out under a fan, get a drink, and chill for an hour or two before the next lesson. Realistically, bringing in and throwing out any combination of ten out of thirty horses every hour all day would be annoying and tedious for both horse and human.
The one who brings them in from the field had private lessons only, and only 3 or 4 lessons a day. So horse comes in, goes in the cross ties, gets tacked up, ridden, and tossed back out.
I'm not going to comment on the being saddled all day, since both barns taught the lesson kids how to tack up and untack, so obviously the saddles came off when the lesson is done. I don't know if that's a common practice, but it'd be stupid for a lesson program to just leave the saddles on unless they're doing a bunch of trail rides back to back.
But even the trail place I worked at for a summer had the horses untacked after each ride... IDK.
TL : DR As long as the horses are not miserable and heat stroking in their stalls, it's not a big deal. Even if the lesson program is small, the horses are fine in the stall for the day.