Well you can shut that off but really because it takes seconds to heat the extruder and 10-20 min on most printers to heat the bed. You really want to avoid having plastic sitting in your hot end cooking and not flowing through it.
I usually preheat and extrude for a few mins prior to print, by the time the bed gets up to the correct temp again after the switch to print from SD card the hot end has cooled quite a bit.