The prevailing wisedom around here is that assuming you can set the boat up so well that any side loading from wind won't topple her over leaving the rig up is good for the boat as it keeps her from sagging at the ends. Not that that seems much of a hazard assuming proper placement of poppets.
The main reason for keeping the rig up is cost. This may be a pennies wise pounds foolish way to evade a careful and responsible look at the whole stick and its components. Also, I've experience with three boats where the aluminum mast gained such an electrolytic weld with the stainless step that the only way to get it out was to cut. I really think you should pull the stick on each haul.
Most folk don't slack the rig, at least not much. If you've the stays tight enough to prevent too much mast vibration, then it's tight enough that the microscopic shrinkage in the cold won't be making any real difference.
The biggest problem with not slacking the rig a scoootch - no more than a turn or two - is that it's easy to just ignore the turnbuckles alltogether. After a few years of that, the adjustment option is pretty much lost. A few more and the turnbuckle may be compromised.
G'luck
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