Well, i do jump out with the engine running all the time, just kick the brake on and hop out.
I have never had any problems or close calls with it, the only thing is when you jump back in, you really have to try not to knock a steering levers, as the machine will jerk (done this before), but it will not move. It just scares you a bit. Make sure your park brake doesn't need any adjustment though, i had a machine you could kick the brake on and it would still roll down the hill before i adjusted the brake.
With the brake on, you should NOT be able to move the machine with the hydrostatics. Just never put the brake on then throw the levers forward really hard, all you will do is cause damage. Come to a complete stop, kick the brake on and slowly push the levers forward, the machine shouldn't budge, if it does, adjust it.
On the newer machines with BICS, doesn't the brake automatically come on if you get up off the seat anyway?