We take it off. Might not hurt a thing, but our electric awning doesnโt seem to be a very robust assembly and Iโm not willing to chance it. Also donโt like the idea of anything else rolled up with the awning fabric. Only takes a minute or two to remove ours.
We roll up the sunscreen with the electric awning when wind is expected, after detaching the tie downs. We also assist the roller manually, since the sunscreen is heavier than the awning, to help the motor.
There are all different types On our new trailer it is motorized and I just push a button in the trailer to raise and lower it. On our last trailer it was spring loaded, and I had to unlatch it at the top and then release another catch at the bottom. Then hold a strap and let it roll up.