I've just made a habit of keeping a filter on each lens, on camera or off, cap and lens hood, with the exception to those lenses that use a bellows shade.
Starting out, it's just 'better' IMO, to place these issues into the "Basics" file of how you will handle your kit, so the chore becomes routine, then simply becomes reflex, and no a 'labor' as some photographers seem to consider the extra steps needed to safeguard their photography, from sloppy handling.
I've had cameras fall before and I've lost filters, and even a plastic hood, but never so much as a scratch on a lens, so I'm sold on using all three tools to safeguard my 'investment.'