Our shower remodel was just completed and our tiler intentionally left the edge of the shower wall and floor unsealed. This seems strange to me but he insisted that it should be left unsealed. He said that if water ever works it's way behind the wall higher up it'll need a place to drain out instead of collecting inside the wall. Is this correct or should we seal this bottom edge? Is there any risk to leaving it unsealed?
Yes, that's normal. Any water that does penetrate the grout lines (keep in mind that grout is NOT water tight) needs to go somewhere. There should be an impermeable material behind the tile that will allow water to flow down the wall and into the pan.
If you seal the bottom, that water will be trapped and will eventually leak into something else.