There is no valid reason for this; so far on the TES forum, where I have put the question to head teachers about why they destroy the children's workbooks rather than give them out, none have come forward. The only replies I've had are from a TA who has to do it but disagrees with it, and a head who does not have a problem with letting the children take their books home.
Please ask your child's school's head why they weren't given the option of keeping their books if your child did not bring them home. Chances are you won't get a straight answer and they'll hope you forget about it.