You aren't going to hurt anything by leaving it on the drone (especially if not long term), but best practice would be to store each battery individually in a bag/case designed for lithium batteries when not in use. It's more in case something happens to the batteries, but that is very unlikely if you are storing them properly around 40-60% charged. When Lithium batteries fail/explode, it is usually because they are physically damaged, or because they have swelled due to heat caused by overcharging or other environmental factors.
If you are prepping for winter storage, the batteries do have hibernation mode but they eventually lose charge. Storing a Lithium battery with a low charge is very bad for them - you will want to cycle or re-charge/discharge to 40-60% at minimum every 3 months.