We also have the 507 monitoring system. We remove the sensors when the coach is in storage. As mentioned the batteries will last longer since the sensors only transmit when they are activated by installing them.
The batteries are cheap. However I don't like to open the sensors unless it's necessary. The screws that hold them together are tiny and self tapping. They can easily be stripped by continually loosening and tightening, or by over tightening. In addition there's a tiny o ring sealing the cap to the body. It's easy to break when disassembling the sensor. You should have gotten a few extra with your system just incase one or more breaks when changing the batteries.
I generally take along several spare batteries and change them "as necessary". When a battery starts to fail you get a low battery alarm that can be silenced. If it happens when we're traveling I change it at the next convenient location. As a side note the batteries are supposed to last 1 year when the sensors are left on permanently. We average 2 to 3 year battery life by removing the sensors when the motorhome is in storage.