I worried about this too, because my Audi A4 (B7 2005 model) has an always on cigarette lighter.
My other car, a VW, is newer and has what I will call "traditional" functionality of it being on only when ignition is on.
I have a had a charger plugged in all the time, never drained the battery. (And yes the charger is on as it has a LED light on it).
Is it okay? Perhaps not if the user is not aware that this can lead to running the battery flat depending on what is plugged in..
Is this an advantage or a disadvantage? I guess thats a matter of personal opinion. In my case its been useful at times to charge the phone and not have to have the keys in the car. (Ie in public to leave phone in car charging).
Perhaps you need to get a charger is designed better and doesn't pull current when it isn't actually doing anything. I have a no name brand that is OK, also a Belkin too.