Short answer: the poles can stay up. The lights usually should not. Powder-coated steel is built to live outdoors through a winter. The things that go wrong are ground movement under the base and ice load on the cable, not the poles rusting.
What winter actually does
Ground frost moves the base. Soil expands as it freezes and settles as it thaws. Over a winter this can lift and loosen a staked pole, which is why a pole that was straight in November leans in February. Check and re-seat them after the first proper thaw.
Ice loads the cable. A string of lights with ice on it weighs far more than the same string dry, and that load pulls on both poles. This is the most common cause of a winter lean.
Wind catches a loaded run. A taut iced cable in a gale puts real force into the anchor points.
What we would do
- Leave the poles up if they are staked in ground that drains, or clamped to a fence or wall.
- Take the lights down after the season unless they are rated for it, or slacken the runs so there is less tension to fight.
- Re-seat after a thaw. Push the ground fork back down and check the pole is vertical.
- Wipe the bases. Powder coating protects the steel as long as the coating is intact. A deep scratch at ground level, where salt and water sit, is where rust starts.
If you would rather take them down
These poles screw together by hand in threaded sections, so they come apart without tools and store flat. Dry them before they go in the shed. Steel stored wet in a closed space corrodes faster than steel left out in the rain.
An honest limit
Rust-resistant powder-coated steel is not the same as stainless. In a coastal location with salt air, or where a council salts the path right beside the pole, expect a shorter life than inland and rinse the bases occasionally.