While you can use it that way, if you want the theme to match the real world weather for the location you're flying, then you would need to do this every flight.
I do it this way on x-plane and the load times there are much faster, allowing this feature to be used.
You're right though, On FSX because the load times are just enormous, you end up leaving them installed on a particular set for some time.
Look lovely in all the sims (available for FS9 too).