Personnally, I keep the boxes and papers because I acknowledge how fickle I can be with knives over time. As much as I like them, there are only a couple I have with any real "emotional attachment that I would never trade/sell. The rest are just things, and I may see another "thing" in a month or two that I want to try out. Depending on my financial situation at the time, I may have to get rid of something to get something.
So, basically, while I don't keep safe queens, nothing is sacred and you never know what is around the corner. Also, from watching the aftermarket for awhile, it appears that knives with paperwork generally sell faster and at a little higher premium than those without. It can pay to keep them as a fallback just in case.