The biggest advantage to storing with the slide in is that the seals that drag along the top and sides of the slide will be protected from weathering and UV damage. There is a "primary" pressure seal along the face of the slide that "weather proofs" the contact area when retracted and with the slide in, the more delicate drag seals are protected from the elements along with the wide area of the pressure seal.
The seals will last longer with the slide in...
My 2 cents, your mileage may vary...
2 Cats; J-Lo and Ragamuffin :R
2014 Thor Tuscany 40RX DP
2011 Ram 2500 Longhorn CTD HO
2011 Keystone Cougar 318SAB (now gone)
2008 FunFinder X 210WBS (Sadly gone)