Turning off your echo sounder only turns off the screen the transmitter still sends pulses as long as you battery switch is on. To be able to switch the transmitter off you have to fit a switch between the battery and unit. I used to think I was switching mine off by turning the screen off until a friend was testing a pod (a unit that picks up and records cetacean activity in an area when left on the sea floor) to see how our boat registered for sound. Even though I thought the echo sounder was off it still registered.
I am dubious about sonar hurting them as Dolphins seem to be quite at home in places like Gib harbour etc where there are loads of ship movements - they wouldn't be there if they didn't like it BUT maybe if they are already confused or in danger they don't help.