I keep all mine in a separate mail folder. You can always print them out and save them that way if you prefer. Is it necessary? Maybe not, but you never know....
Saved mine for a long time - am down to the last 3 yrs worth saved currently.
Unless Apple was to lose their data base of AppleIDs, I really don't see it as a problem.
I'd be willing to bet they have that backed up in triplicate at least.
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