While the manual recommends to remove the batteries to prevent accidental starts, it doesn't specifically state you need to remove the batteries for the protection of the batteries or snow blower. According to the manual:
When not in use, a 56V battery should be stored in an enclosed area where the temperature will not drop below -4°F (-20°C). Optimal charging temperatures are 32°F - 104°F (0°C - 40°C).Given that my garage is not heated, I always remove my batteries from the snow blower and store them in my heated house. For those that have a heated garage and keep their batteries in their snow blower...I'm not aware of them having any problems because they kept the batteries in the snow blower. Personally, even if I had a heated garage I would still remove the batteries because I think it's good practice.