You need to keep your fridge and freezer plugged in, or all the food would go bad. That's a lot more expensive then a few dollars worth of electricity. You also need your home heating system to work, or your pipes could freeze. If you have an alarm, you want that to work. It's also a good idea to leave some lights on, especially over the holidays, so that burglars think someone is home. I've left the radio on the whole time before, to help trick the burglars. I don't have any renter's insurance, so anything stolen would be a total loss and I can't afford to replace any of it.
But don't forget the biggest reason, because of everyone else who lives in your house. Just because I go on vacation, doesn't mean all my roommates are going on vacation, certainly not all on the same days. Foreign roommates especially go on much less vacations. International plane tickets back to Europe and especially Asia are very expensive, so they don't go every year. Plus sometimes, electricity is included in rent. I don't pay any utilities at my current place, just a flat rate.