Depends on the casing.
For the hobby engines and older style delay elements on the high power, the concern is that pressure is applied to the delay element which may cause it to compress with time resulting in failure of the O-ring to seal. If the seal fails, you get blow-by which may damage the case or cause premature ejection. A secondary concern is that the propellant will oxidize and/or absorb moisture once removed from the sealed package. If you seal up the assembled engine in an air-tight container (zip-lock bag works) then that concern is alleviated. For the hobby engines, I commonly build them up ahead of time (a day or two is fine) and thread on the aft closure without tightening it. I also leave off the ejection charge and igniter. I seal up the engines, igniters, and ejection charges in a zip-lock bag. At the field, I tighten the closures, install the ejection charge, and install the igniter.
Another caution that is not obvious is to avoid getting grease on the ends of the delay element. That can make it ignite late or not at all which will ruin your day. I'm working with a TARC team and taught them to have one person greasing the O-rings and casings and another assembling the delay elements, etc., so there is minimal chance of getting grease where it does not belong. That is also easier done at home than at the field. I already had 2 of the 24mm cases and bought a third so they could make up 3 engines the night before test flying. When we were flying in 30 degree weather, that was really important. Frozen fingers don't work too well assembling engines at the field.