Yes, I leave the batteries in them.
And just for the record: I'm not native to Minnesota, I like to think of myself as a temporarily mis-assigned New Yorker.
So, while it gets COLD here, I also don't go flying in the winter! (This is why my equipment "sits" in a cold garage all winter)
Now, excuse me while I kick back in my nice, warm easy chair. "Oh Honey, I'm out of hot chocolate!"