They cut the bindings off and feed loose leaf books through a document scanner. It would be difficult to store and probably unsellable, it's probably going in the trash.

To legally retain these scans, you must own the original book. You can sell or give away the original book (sans binding) but it's legally dubious as to whether the scan can be transferred along with it. So if Anthropic has no interest in storing thousands of loose leaf books, they are likely destroying both the original and scan as soon as possible.

At the end of the day, the only thing of value Anthropic has is the trained model which is definitely transferable.