I presume you have the inline raw water filter between the seacock and impeller/water pump
and the anti siphon valve between the water pump and heat exchanger
same as I have on my D2-40.
If I am leaving the boat
in the water for any length of time I always open the filter to check it and clean it. With the seacock open this allows the water in the filter pod to drain out of the pod and down the incoming hose to the seacock. I then close the seacock and drain the hose to the water pump by taking the hose off the water pump and check the operation of the siphon, sometimes draining the hose from the water pump to the siphon too (if leaving it a very long time and over winter).
Your comment about water coming from the engine with the exhaust off and seacock open is worrying as the filter and siphon should be sufficiently above the seacock/water intake to prevent any flow. If you have water coming through then either they aren't mounted high enough or you have some "vampire" suction somewhere. Either that or it is a leak in the heat exchanger
and you are seeing coolant
rather than raw (sea) water.
I'd suggest good practice is to close the seacock if you are not planning on using the engine for a few days and checking the filter plus siphon are high enough to prevent flow without the pump.