For me, lit depends. I have often worked in another room, keeping an eye on the CNC via a video cam. Today, I encountered a good argument for NOT leaving the CNC unattended. I had finished cutting out one of the sides for a step stool I'm building, and was sanding the edges on it while the other side piece was being cut. I heard a little bump in the sound of the router and walked over to check. The machine was starting a new path to cut out the outline of the piece, and it was quickly apparent it was not cutting correctly. I was a able to immediately stop the machine before it cut the entire shape incorrectly.
I went back to my CAD program to make sure I hadn't changed something. It was fine, but when returning the machine to zero, the X axis had moved by 1/2". I don't know why. When I re-ran the tool path it ran correctly. Something unknown caused the problem as the machine moved from cutting the openings in the piece to cutting the outline.
So ... maybe it's a good idea to stick close the machine after all.