Q.Do we need to keep the steering gear pumps on once the vessel is at anchor?

If helm is in midships position and both SM are put off, it should remain at midships. Howevre, Sometimes due to current, the rudder moves from midship position and may even go and stuck at any side. This is why Masters like to keep one of the SM on so that rudder does not move in the effect of current.

So , both SM can be put off provided, helm is monitored and at lerast one SM can be switched on at any time , in case required.

Apart from the points made by Vinod, if a ship drags her anchor we need to act fast to avoid contact with other vessels in the vicinity. 

Time will be short and we cannot allow ourself to use a share of this time in having the steering ready.

Steering gear must be ready and operational while the ship is at anchor.