Turning off the infected machine is a common immediate response to contain a malware incident and prevent it from spreading to other systems on the network. This action halts any ongoing malicious activities by the malware, thereby limiting the potential for further damage or data exfiltration. However, it is essential to note that this step can lead to the loss of volatile data that might be useful for forensic analysis. Therefore, it is advisable only when it's critical to stop the malware immediately, and there's a strategy in place for forensic investigation that includes handling non-volatile data or when the preservation of volatile data is not possible.