The advice to remove batteries is the same as for almost any device that uses batteries; 'If you will not be using the device for an extended period you should remove the batteries'.
Personally, as I don't always use the grip, I have a battery in the camera with a second in the grip (plus spares in the bag) - it takes a little longer to swap the camera battery into the grip when I want to use it, but nto enough to worry about.