Spring steel material takes a set, and like valve springs will form to it's surroundings over time.
The strength of the material does not change and remember it is wound in a cold process.
Storing the pilot spring in the released position will substantially add to it's life, and if it can be removed from the fabric even better.
Just like a valve spring, if you leave it compressed, it will not have the same pre-load tension over time.
In Your lifetime, you should / will never keep a pilot spring fully compressed long enough to make a difference.
Dragging it on the ground as you slow to a stop will damage the fabric, long before the spring.