Not really. There are a couple of things going on here:

a) Some of the user manuals that come with mobile phones are just plain wrong, they contain the exact same advice w.r.t. charging as they used to include in user manuals from back when batteries were NiMH and lithium hadn't been introduced. Those batteries require a completely different charging regime. Nevertheless, some phone companies (definitely including Nokia!) just copied the battery chapters from old user manuals to new user manuals, complete with rubbish (and bad) advice about needing to deep-discharge the new battery several times, and always use until empty, and so on and so fort. Which will all destroy your new lithium-ion battery very quickly.

b) Then there's also something about "being green", where manufacturers are somehow required to put into the manual that the charger shouldn't be left in when not needed, in order to save on energy. But, as someone here on ITT verified with the help of an electronic milliwattmeter, Nokia's chargers drain close to no current when plugged in but otherwise unused: It's totally negligible. It's much less than having the screen turning on for a few seconds to tell you that you should unplug the charger.

(The old, lower-voltage, square cube-shaped Nokia chargers are different - they will drain a little current at all times when plugged in, so for those the advice made some sense.)