I always fire to clear at the end of the night, im not comfortable leaving a charge in the barrel, primer or no primer. Some powders/pellets are more corrosive than others and I am somewhat a clean freak when it comes to any of my firearms. Thats just me, plus most mfgs reccomend clearing the barrel before any storage, overnight or through to the next season. Several places online sell those Co2 barrel clearing gizmos, never tried one but ive heard they are useful. Other option if you can is to unscrew the breech and let it drop.
As long as it is not raining or snowing I leave the round and powder and pull the cap. I always bring the rifle in remove it from the case and put it near a heat source. (not to close) I have never had a problem doing it this way. But for each his own if you feel more comfortable removing the round so be it.