I'd guess it is. Diseases are still organisms, and we try pretty hard not to let them go extinct.

What's the reason for keeping them though? Is it to make vaccines if they potentially come back or more sinister pre-emptive military reasons?

We are always learning how to learn more. Destroying the specimens would destroy an opportunity to learn about an organism that has had a significant impact on our own species.

Research. Vaccines just in case we didn't get the all.