Seems if you are using mostly the same programs over and over, like at work, you would want it kept in the pagefile at shutdown so when starting again the next day, accessing those same programs would be faster. Is this not how it would work?
Its possible for someone in the know to get infoemation from the pagefile. Clearing the pagefile makes this near-impossible (I suppose you could do it with the same tools the feds use to get information of files that have been deleted). Now granted, thats extreme, and not something the average joe can do. But getting info off of the pagefile is fairly easy if someone has the knowledge.
Other than that, I dont see any other reason to do it. If your not worried about that security risk, I'd keep it set to normal.