Assuming we aren't talking about feet of snow piled up, structurally, it's not an issue. Inside it's absoluetly not a structural issue.
Don't try to support them from below. They aren't designed for it and if you get a flat, it is likely to damage the slide as the trailer settles.
For the 20 seconds it takes to put in or out, we prefer to keep it closed: Less wear and tear on the slide toppers and slide seals are covered against UV damage.
Tammy & Mike
Ford F250 V10
2021 Gray Wolf
Gemini Catamaran 34'
Full Time spliting time between boat and RV