There is no problem with leaving a server logged on as administrator, in fact it can prevent a console remote login by another user (although security policies should be preventing this anyway)..... In saying that, if the server is left unattended, the user should lock the computer, requiring to enter the password again to access.
Both our servers are logged on with ADMINISTRATOR at all times. Dont ask my why. I believe it started duplicating files on a share that the marketing department uses and then just spread like wild fire.