One reason DNA samples are kept is because we might want to do further analysis using them. If we relied on digital records we'd have to synthesize the physical DNA from the digital record, adding an additional step and possibly introducing errors.
The larger reason is that DNA is not a digital code, it's a large, complex molecule. It happens that many important properties of DNA can be modeled as a simple digital code using the sequence of the four bases, but this is by no means the whole story. For example, in cells with nuclei, the DNA is wound around complex protein structures called histones. The histones in turn can have subtle chemical modifications that have profound influences on whether the DNA wrapped around them is active or not. Furthermore the DNA itself is subject to chemical modifications that aren't usually noted in the standard genetic code. The most important of these is DNA methylation, which again is critical in determining the activity of a region of DNA.
Many people spend their entire careers studying DNA via data streams of nucleotide sequences on computers, but when you have new insights, you often want to test them in a wet lab using physical DNA.