Removing a room air conditioner for the winter - Yea or nay?

I live in Southeastern PA and have a room AC in my master bedroom. I usually remove it for the winter, but now I am wondering if I really need to.
All the reading I have done (mainstream publications or general websites, none of them run by HVAC experts) advises to remove a room AC for the winter, because the articles say that freezing temps, snow, and sleet can damage the components. Where I live we do get some snow, sleet, and freezing temps, but it's not Alaska.
The advice makes sense on the face of it, but here's the rub: I actually have two room ACs in my house, both the same brand (Frigidaire 6,000 BTU). The one in my study is over 10 years old and cranks up every summer ... and I have never removed it for the winter.
The one in my master bedroom is my second one, the first one having crapped out on me. Even though I always removed it every winter.
So ... my experience says it's not really necessary. But maybe I have just been lucky (or unlucky in the case of the master bedroom unit.)
My question: Do I really need to remove the room AC for the winter?
Thanks

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