I don't think it really makes any difference. On my lot they are out unless we are expecting ice or a snow that accumulates several inches. Either one of those can push under the seals and cause a leak.
Even if they don't cause a problem, I would rather be safe than sorry.
I'd think in, no need to expose the roof of the slide (or the slide topper) to the elements if you are not in there to need the space. And I think there may be more stress on the mechanism when out than when in.