Nope. Spring wear only happens while it's either releasing or receiving tension. My father has some guns that are nearing 100 years old that are stored cocked, and the springs have not failed on them yet.
Personally, I store all my bolt actions with the bolt in the gun, action closed. I don't bother de-cocking the bolt as it isn't necessary, though you can do it if you're really worried about it (just make sure the gun isn't loaded, otherwise you'll have a nice new hole in your house, and possibly your neighbors' as well).