I just got my 710 a few days ago (the 154cm version, I hate coated blades), and yes, it is a beautiful knife. I've always been fascinated by it's flowing lines... and it's one of those knives that looks as good closed as it does open.
I'd say just go ahead and keep the sheath, I'm sure you'll find a use for it, and pocket carry the 710. It's not as heavy in the pocket as it feels in the hand.
I've had it for three days now, and it's a winner.