Depends on what you aim to do with your images.
One reason you might want to keep them is if you intend entering certain competitions. An example of this is the Wildlife Photographer of the Year. Digital entries are requested in jpeg format, though if you get among the prize winners you will be asked for the RAW file for authentication. DNG files are not accepted unless they are the native format for the camera, so if you have converted them from your camera's native format (CR2 etc), then they would not be accepted.
Storage space is relatively cheap so it wouldn't be too much of an issue of keeping them, plus it is an extra level of safety.