From a lawyers point, they always tell you to relieve the pressure.
Real world speaking, leaving the hydraulics up does way more good than harm. The only harm by leaving hydraulics up, is the potential for something to come down. What goes up, must come down. You will not harm your hydraulics or any other component by leaving the hydraulics up.
Now for the good. By leaving the cylinders pressurized, you keep the seals swollen, they are held tight to the rod and gland, this prolongs their life. This is if the machine is stored in a way which mechanically, the rod is being pulled, which is preferred. With the system pressurized, you also keep any contaminants from entering the system via the cylinders. Rod seals do a fantastic job of keeping oil in the cylinder, they do a horrible job of keeping things out of the cylinder. I could go way deeper into detail, but I don't think that's necessary.