Over the years I have found John Lucas' observations to be right on the money but I think I need to disagree on this one (at least a little). There is so little movement in the collet as it is tightened that the spring tension is not affected at all. This can only happen if the collet is deformed beyond the yield point of the steel. That is not possible to do with a bit in place. As far as slipping is concerned: Ceanliness, cleanliness, and cleanliness are the three most important factors.
I do agree that it is not a bad thing to remove bits regularly when not in use. After all, when the bit is in and torqued the bit and collet are exerting outward pressure on the spindle walls. This could theoretically cause accumulated fatigue but not as much as actually using the router to cut wood will.
In metal machining we use collets all the time that are exposed to far more tightening pressures and far tougher usage conditions than router collets ever get. We often leave tools mounted in collets for years. Sometimes, when we take them apart, they are almost rusted in place since we do feed coolant through the spindle and tool. The slots are often totally filled with graphite dust that falls out of suspension when machining cast iron. This is a very hostile environment and collets take a beating. The inside of the toolholder, which would correspond to the inside of a router spindle can also be compromised from corrosion and grit. Accuracy is often compromised but, in spite of this, slippage is hardly ever an issue if everything is cleaned well prior to reassembly.
Lastly, it certainly is possible to overtighten a collet. If you cannot comfortably tighten a collet with the wrench provided and you are experiencing slip, then there is something wrong. Check cleanliness, length of engagement between shank and collet, routing technique, or an undersized shank. Taken to extreme you can tighten a collet so that it will generate enough pressure crack out the wall of the splindle. Haven't ever done it myself but I have seen ham-fisted guys do it to toolholders that hold 1 1/2" shanks.