If you don't have a PTW or a gun with a MOSFET, there's really no reason to remove the battery. As long as the trigger isn't pulled and your wiring is sound, there's no drain on the battery to leave it in. Although for safety, it's not bad practice to remove the battery from your gun when it isn't in use.
With a PTW or a MOSFET, the unit is constantly draining power even when the gun isn't being used, so it will eventually completely drain your battery.
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