Yep, in northern climates it is essential in the winter to disconnect hoses and turn off the supply to outdoor-facing valves from inside if possible. Underground sprinkler systems need to be purged with air pressure to blow out as much water as possible prior to freezing. RV plumbing tanks need to be purged of water and replaced with RV tank anti-freeze. Life in the Great White North.
> in northern climates it is essential in the winter to disconnect hoses and turn off the supply to outdoor-facing valves from inside if possible
If your house was built in the last ~25 years it will have frost-proof outdoor faucets (example [1]), and there is no need to turn off the supply in the winter. Many newer homes don't even have a valve for turning off the water supply (except one single valve somewhere near the house water source). As long as they are installed correctly you are fine, but you definitely cannot keep a hose connected or you risk defeating the protection.
I live on a small hill and have a snow making machine so the kids can ski/snowboard in the winter, and we use the outdoor faucets for hours at a time. But when finished, we disconnect the hose and use a special nozzle to connect the hose to an air compressor and blow out all the water remaining in the hose. Once the water stops flowing it freezes very quickly and the hose is useless unless you bring it inside the garage for a day - and then it makes a big mess in the garage!
Many legacy hose and plumbing fittings made of brass and other metals can split in very cold temperatures if they've been left connected outdoors all winter. They'd be ruined in the spring thaw. I've seen plastics crack under similar conditions.
Right, the reason frost-proof faucets work is because there's no water in them when not in use. The valve is at the far end, 12+ inches into the house (the water on the other side of the valve is never cold enough to freeze). And the pipe is angled ever so slightly downward, so gravity ensures that any water left after closing the valve flows out. That's why you can't leave a hose connected - it leaves open the possibility of preventing water from draining out before it freezes.