Generally speaking, yes.
RailPro, like DCC or any other command control system if the locomotive is sitting on a piece of track connected to the power supply with nothing to isolate that power then the locomotive is "on", ready to receive commands from the controller. If you don't want the locomotives to receive power while on a certain yard track then you'll need to isolate that track with a toggle switch of some sort. Other that troubleshooting or you have some sets of power you really don't use except once in a blue moon I don't see why you want to do it, the power consumed by the locomotive module while just sitting there waiting for commands would be negligible.
- Tim