Are there any reasons to turn off MacBook Pro instead of just sleeping it? I do not completely turn off my MacBook Pro and I only sleep it.

Are there any limitations to consider when doing this for several months in a row?
There's actually some validity to “Have you tried turning it off and on again?”.

Extremely simply put: Over the course of being on, the OS accumulates a lot of “leftovers” from all of the processes that've been running (Automatic garbage collection isn't perfect). When the system is restarted cache is purged and only needed processes are started. Sometimes processes that run for a very long time can use more memory and even — at times — stop working. Also, it's not all apps that clean up properly after themselves which can lead to unused processes taking up memory and/or CPU cycles.

OS X handles this excellently (compared to Windows) but I think it's impossible to create an OS that is entirely immune to the "littering" of a system that is often used over extensive periods of time.

Note: This is just my experience from 10+ years working with computers. I probably can't give a scientifically correct explanation :)