Is it ok to store a bike with the (hydraulic) brakes locked (i.e. pressurized)?
The self-adjustment is a valid concern. The way that's implemented is through the drag and elasticity of the piston seals. Holding those seals in the extended position for long periods could lead to gradual elastic deformation of the piston seals (reducing their ability to retract). It could also result in the seals gradually creeping back down the piston toward their relaxed state. The latter would cause the pads to drag, but is easily remedied by removing the wheel and forcing the pistons back just as you would do when changing pads. But seal deformation could only be remedied by a caliper rebuild.
We can only speculate here as I don't know of any testing that's been done for this use case. It's certainly outside the scope of the requirements the caliper designers worked to. Doing this for days or even a couple weeks is unlikely to cause any problems, but longer term storage this way (an entire winter) is definitely questionable. A zip tie around a spoke and the chainstay or fork leg will be equally effective and significantly lower risk.