i have the return lines kinda high in the tank so even a little evaporation will put them above the water level.
i never turn them off unless i'm changing filter pads. of course
i have had a brand new FX5 not start the syphon when i plugged it in, i had to turn it off (i have switches), and pull a slight vacuum on the return line to get water to start flowing in. luckily i was quick enough to get the return hose back on before the water came out.. lol.