Hi, Pmarszal.
I'm not familiar with what those standards say, however, presuming you're in the medical device field, it seems to me to be a good business rule to save them.
What if a Client says they did not receive the shipment? How would you prove that it was shipped and delivered? Personally, I would not rely on FedEx to either save these records for you nor would I expect them to sift through their records if you need to locate evidence of said shipment/delivery.