Most new cars are turbocharged. Most diesel turbos are cooled solely by engine oil flowing through their turbo bearings. Most petrol turbos have turbos cooled by the engine coolant as well as by oil. What can happen is that if the engine is switched off when the turbo is too hot, then the oil in the turbo bearing oil feed and oil return pipes can carbonise and eventually block the pipes. So that's why it's wise to continue to run the engine for a minute or so after towing, after a long ascent, or after a long period of constant speed on the motorway. No problem in day to day motoring.