You do not have to turn on an rmr or a deltapoint, the two types that I run. They're always on. I can't imagine using one that had to be turned on. Well, maybe for competition use. Not for defensive.
Surprisingly good video. He has clearly spent a lot of time with RDS systems on a handgun or attended a SI Red Dot class. My only argument would be the on/off comment. As noted by ICP I wouldn't carry one that depended on an on/off switch. As far as Costa, he appears to have so many that having that switch might be a good thing when you have then just lined up on the wall and sitting for long periods of time. IIRC there is a Trijicon that you can get with a switch too.?
As far as looking for your sights first and then finding the dot, that is how I teach it as well. There are those though who have such finely built indexes (surgical point shooters if you will), that the dot just appears for them when they are at their extension position.