HOLD ON ONE SECOND. Hot swapping is a term that has a meaning, and it is crucial to be clear here. Tubes aren't USB devices...
If you mean "do I need to turn off a piece of gear before removing a tube?" YES. ABSOLUTELY YES.
NEVER PULL A TUBE FROM A LIVE PIECE OF GEAR.
NEVER TURN ON A PIECE OF GEAR WITHOUT A TUBE AND INSTALL A TUBE TO LIVE VOLTAGE.
If you're referring to temperature, then, whatever.