While one of the benefits of external FireWire devices is their ability to be connected to a computer while both are powered up (or “hot”), there may be issues with a specific manufacturer’s driver that precludes it from being hot-pluggable.
However nicely you put it, that’s a defect. File a bug report.
It’d be sweet if Sweetwater noted such defects in the description of products on their site. That kind of thing would really help to further distinguish them from the run-of-the-mill online music store.