We first learned about keeping the furnace on (set at 50) when traveling the Winter we went to the factory in December and then back South. A tech at an RV dealership told us about doing that. I'm not saying it's "OK," but after starting to do so, I sure noticed that prior to it I had been towing one big block of ice.
Our vents are not obstructed when the slides are closed and we've run the furnace not only traveling but when we closed the slides during nasty winds.
Do whatever you feel comfortable with doing.
Cheers,
Betty