Someone posted a pic of their awning that was tied down, yet it was ripped away from the top of the trailer, so still a destroyed awning...
It was due to a quick storm that just popped up, and I don't think they were 'home' at the time??
Anyway, I put my awning out all the time, but I also bring it in all the time too... If it starts to get windy and it shakes the trailer, that's time to bring it in.. I put the legs out (car port style) or leave them attached, depending on the terrain I'm on. When out, I've got a couple of 9" spikes that I pound into the feet of the legs. That's held quite well in some pretty good wind gusts too... But, if it continues for awhile, the awning goes up.
Our last trip out, our camping 'neighbor' spent about 30 minutes tying his awning down... Did a fine job too, but wasn't really necessary in my opinion.. We had ours out all day, but I did put it up at night.. I hate hearing it rattle in the middle of the night, then I can't get to sleep worrying about it!!
Personal choice really.. Whatever makes you feel comfortable with the setup is what you should do..
Mitch