That is entirely up to you. Just remember that if you do decide to keep it running, you need to be willing & able to keep a close eye on your pond/system during less than optimal weather. If you get a build up of ice it has the potential to create an ice dam & divert the flow over the side of your liner. Splashing during the winter from a running waterfall can result in additional evaporation, so you'll need to have access to an unfrozen hose or other source of water, should you find it necessary to top up the pond.
That being said, I am also in zone 7a (NC) and I do leave my waterfalls running all winter. The ice sculptures created in the cold weather can be absolutely beautiful & the agitation from the falls helps keep an open hole in the ice.