I think I may have discovered a new gym etiquette issue! (I feel like a scientist!)
I've belonged to the same gym for ten years. I have never seen this issue come up before.
I go to the gym at the same time every day, which happens to coincide with the regular gym time for an older gentleman who recently joined the gym. I have noticed that every time he is on the treadmill, he climbs off using the side panels as footrests and leaves the treadmill running at a pretty healthy clip. If you stepped from the floor onto the running belt while it was moving at that speed, your feet would get knocked out from under you and you could get hurt. The first time he did it, I thought he was going to the restroom and maybe didn't want his workout to time out and lose his calorie/distance data. But he never came back! He just walked out of the gym. I have seen him do this 5-6 times now.
This is a bad idea and really inconsiderate for a few reasons:
1) It wastes electricity.
2) It puts needless wear and tear on the machines.
3) Someone who may want to use that machine may avoid it because they think someone else is using it.
4) Because of the way the machines are situated (very close together) it's difficult to approach the treadmill from the side to turn it off. So it makes it awkward and hazardous for members or staff to climb up on a running machine and turn it off. There are several huge STOP buttons on the treadmill, it's really obvious how to turn it off. There's no reason to do this.
So I've seen this happen a few times and I haven't known how to respond to it. I have gone over and stop the machine after I'm done with my routine. I have called out, "Sir please turn off your machine" as he's walking away, but he either doesn't hear or is ignoring me. I'm not going to stop my workout to go tattle on him to the staff. But generally, by the time I'm done, this guy is gone and I can't point him out to the staff. I have mentioned it as I leave, but without knowing the guy's name, "Older guy in a blue sweatsuit" doesn't help them much because it describes a LOT of people. He always seems to show up after I start working out and leave before I'm done. He's very wily.

Am I over stepping my bounds as a gym member trying to correct another member's use of the machines? I love the gym and I hate to see people abuse the equipment. And I would really hate to see someone get hurt trying to turn the machine off for someone who couldn't be bothered to do it. Is there anything else to do?