Jon, I think that would be a good idea myself.  That way they won't stretch out unevenly over time.  Throwing some of those little dessicant packs in the case to keep down moisture might be a good idea as well.

Hi kid's once again it's me Jon Lilley. with one more of those silly questions. I just recently obtained my second instrument, a Terry McCafferty dulcimer, wonderful  instrument. but here's my question: if you are going to store an instrument for any length of time, should you loosen all the strings?