It is your choice. When we lived in our rig in winter in snow country we pulled in our main room slide but left the bedroom one out (we have 2 slides not 3 or 4). Unless your slide toppers are old and brittle the snow will just weigh them down and the spring will tighten them back up when the snow is swept off. The main benefit is less space to heat, help reduce draft around the slide (mainly at the floor), and may help keep the pipes from freezing in your kitchen sink if it's on a slide.
You can try it with the slide out but I'd pull in the slide before it snows not after. If the snow event will be short it's not that inconvenient to live with the main slide pulled in. If you have a 4 slide out rig...it will get a bit cramped so again...it's your choice.