When I play I usually have all my scientists researching even with only 1 lab cause it can give them bonuses to their research stat or max labs.
Scientists can gain bonuses to their max labs even when idle, but their research skill only increases when in a lab I believe.
I used to do this, but especially in the early game when you have few labs it takes valuable space away that you need to blitz out early techs I find. Added to that, usually your early scientists are quite weak aside from one or two, and you'll eventually generate ones with better skills more quickly than you can level up your starting scientists. In any non-critical fields you're usually better off in terms of net RP generated to wait for a good scientist to spawn and use the good ones you've got to jump ahead in a couple of key tech areas.
By "usually" I mean "never" because I always generate three Bio/Gen rock stars at game start and muddle along praying for just one C/P specialist, but your mileage may vary...