We've always left ours out and we camp mostly in the winter. We don't have trouble with wind coming in, but once I almost brought them in because the wind bounced the slides so much.
Usually if it rains where we are, then the temps aren't that low.
We've had snow a few times and it wasn't usually a problem if the snow wasn't prolonged.
One time we were camping near Bryce, UT and we got six inches overnight. That was a problem. We spent about an hour getting as much of the snow off as possible, but the thin sheet of snow on the slides turned into a wet mess when we pulled the slides in and traveled. The bedroom slide drained onto my wife's side of the bed and she had to sleep in the rear garage. Not happy.
So out of our hundred+ winter nights, we got wet once. Seems like a pretty good track record. Less than 1% regret.