I know this thread is old but since it's been resurrected and there's a lot of misinformation on this thread.
Here's WHY you want to store your probe properly. Now people will jump in and say that they do this or that and it's fine - maybe it was, for a while. I went to school for water treatment engineering and caring for pH probes was ingrained in us right at the onset and I've ruined and rescued many of them - or seen them ruined...
The pH probe itself is filled with Potassium Chloride (KCL) and the little glass ball at the tip allows ions to flow in and out as it senses pH. When you leave it in RO water for enough time, through osmosis and diffusion, the inside concentration and the outside concentration becomes the same, and your probe is now filled with mostly water and won't work. When you leave it in a pH 7 solution, since it's a neutral pH there isn't a lot of ion exchange going on so it won't become depleted. When you store the probe in KCL storage solution, the ion exchange goes the other way and recharges your probe keeping it in good shape. If you leave the probe out to dry for too long, the KCL inside will crystallize and the probe is probably shot.