I keep all my cards, receipts, tags etc. in a box at home - not in the bag itself. It would just kill me if my bag ever got stolen that I would have provided the thief with all the documentation to sell the bag afterwards ... Call me paranoid
I throw mine in a drawer for the same reason. If someone steals my bag, in order to get anywhere near what it's worth, they'll have to do all of the authenticating themselves.