The only reason to have the engine running when you add fluid, is to let you re-check the fluid level a little bit more quickly. It shouldnt matter otherwise. The check should be with the engine idling, in Park. The reason for these conditions is because the level will be a good bit higher when the fluid pump isnt working and pumping fluid up into the valve body and spinning parts like the torque converter. And once the engine is shut off and the transmission is motionless, the level of fluid on the dipstick will slowly rise as time goes by, due to drainage from the valve body and torque converter.