Yeah I keep boxes! I figure I have to because A) it makes re-packing SO much easier (and safer) and B) if you’re selling them collectors usually want the boxes).
In this same fashion I now keep all tags. My original Windstone, Jasper, doesn’t have his tag or box, but at the time I didn’t know any better. 😉 I only buy ones with tag and boxes if I can unless there is a piece I REALLY want and don’t care regardless, so long as the piece is not chipped, rubbed, etc.