Why writing rules to Apple Mail to advise clients you are on vacation, if you go on vacation and obviously turn off your mac, which is lying peacefully at home... but rules won't run?
MacBook Pro 13″, macOS 10.14
There is never a need to turn off a Mac.
You can set up automatic replies in iCloud Mail: Set up an automatic reply in Mail on iCloud.com - Apple Support
Honestly, I've found Rules to be very iffy. I've made them work, but not as well as I'd like.
As to turning your Mac off, when the power is off all functions ceases except for those that are web/iCloud based. Anything that runs only locally stops when power is turned off.
Apple Mail rules are useless if you want let folks now you are out of office
