Its the sunlight that degrades the vinyl so in theory leaving them in and shrinkwrapping should be OK. I however remove them and anything else that can grow mold or even more important, get chewed or clawed. We have had cases of racoons , stray cats and squirels taking up living quarters on stored boats.
As mentioned, I remove my curtains and store them in my house. I clean them, treat them with 303 protectorant and roll them for storage. Strataglass recommends that windows not touch each other during storage. They suggest acid free paper or , a lot easier to get, pieces of old bed sheets. Strataglas and other vinyl windows should never be folded.