Truckers leave em running because starters cost far more than fuel. A diesel works on combustion based on compression vice spark, so the starter has to do more than just move a piston, it has to compress fuel. Plus, diesels have a rough time starting when its cold.
Once they are running, I don't think it makes any difference.
As for the Navy thing, there are more Navy personnel deployed on land than marines. We come off of deployment, and then they send us to Iraq to fill in for army and marines. No boot camp, just, "here is your new uniforms, the Army needs ya!"