They should be left down for two reasons that I know of... Most importantly the bellows should be left in their "natural" position - they get stretched out when they are in the up position. Also, water has a better chance of collecting in the thru-hub exhaust area and freezing. This can cause major issues.
I just noticed this morning, my skeg is about 2inches from plowing into the ground. fairly soft where I have the boat parked. I guess from the rain and snow the trailer is sinking. Grantz is sure correct, just look out below!! Also, they say to loosen the stern tie-downs to alleviate stress on the hull in storage