The fired cases are required for ballistic database registration in several states.
State laws vary, but in some states if fired cases are not supplied by the factory, then the dealer from where you purchase the gun must ship the gun to the state police for case sampling before the gun can be delivered to the consumer. It is my understanding that this takes quite some time, so it is generally preferable to have the factory-supplied sample cartridges.
If your state doesn't require this, then you can do what you will with the cases. Reloading them sounds like a fine way to get the most out of them.