I assume you mean cutting the VPN from the client side, i.e. logging out of your VPN session.
Your VPN tunnel gives you access to servers which you normally do not have. This could be the file share you mentioned, an internal mail server, and so on. But this access is not limited to you as a person, but to the system establishing the VPN connection. This means, that an attack or a malware taking over your system has the same access. Leaving the VPN connection open longer than necessary, exposes those internal systems to a potential attacker. Therefore, cutting the connection when not needed, reduces the attack surface.
This also works the other way round. If a VPN endpoint is only required temporarily (e.g. a service access point for a third party), you should disable VPN access on the server side, when no one needs to log in. Again, the principle of reducing the attack surface guides us here.