I could benefit from a little more context to your question, what do you mean by “keep historical artifacts”? As opposed to destroying them? Or more in a general “why do we go to the effort of finding them in the first place? Is this a question about “what is the point of museums?”

There are many reasons to keep artifacts.

As an archaeologist, artifacts are the primary method by which we learn about the daily life of people when we don’t have them writing everything down. In the periods I study, nobody is keeping journals, there are no newspapers, writing is primarily for economic transactions and international relations. So how do we learn about people’s daily lives? By examining the things they left behind, the artifacts. It’s through these things that we learn about how people lived, the tools they used, the technologies they had, the way their society worked. They don’t leave any writing to tell us about how they made clothes. That’s a pretty fundamental aspect of human life, to be honest. Clothing is something you literally use all the time. It affects how people see you, you pay money for it, you have to live in it you use it almost every waking second of your life. It’s the same for the people in the past. But in the periods I study, they don’t leave any writings describing the methods they use to make those clothes. So how can we learn about this fundamental aspect of the human condition if they don’t tell us how they made them? From artifacts.

In this entry in out Monday Methods series on sources, I lay out some archaeological methods for how archaeologists use artifacts to learn about the past, with some examples. One of these examples is a series of small perforated clay spheres. By examining these, and discovering that they were left in a line near a wall, we are able to reconstruct that these ancient people used a loom similar to this one where the warp (the straight up and down threads) is held firm by these clay spheres as weights, and the weft (the threads woven between the warp) is woven between them in a wooden frame. The frame was gone, the cloth had long since decayed, but we are able to reconstruct clothing technology based on artifacts such as these. And that’s just one small example.

Thus, artifacts are essential for learning about daily life in the past.

But that’s just one reason to keep historical artifacts. Artifacts also represent our heritage, either our national identity, ethnic identity, or even our identity as human beings. They connect us to the past. Museums play a very important role in preserving artifacts and displaying them in ways that allow us to connect with the past, to see the achievements our ancestors made and to inspire us to surpass them. They show us the mistakes our ancestors made, so that we don’t repeat those mistakes. All decisions are made based on information about the past. So in order to make the best decisions, we have to remember the past. Artifacts allow us to do that. They are objects, they are tangible. Sometimes a text or a story is just that, but an artifact is something that you can perceive directly.