Remove the Sail to give it the longest life
Islander,
Yes you can leave the sail on, as advised ensure it is furled on tightly with the sheets back to their respective winches and locked off with tension on the sheets. The sheets must be wrapped around the furled sail several times and the furling line well secured with no slack in it.
However, with that being said, if something were to go wrong, and the sail unfurled as several boaters in my marina experience every year, it means a replacement sail is needed. Also, leaving your sail "out in the elements" can increase not only UV damage, but will lead to more mold and mildew growth. For all the extra time it takes, take it down and give it a good inspection for damage, repair small problems before they become big ones, and maybe give the sail a good wash. Fold up carefully and loosely after it has dried and store in a warm dry location out of sunlight for next season. Your sail will last longer, look better, and probably perform better.
Just my opinion,
Tom