When I recently changed jobs (new employer and moving to another province), I was told by my employer (when cancelling old work permit) that Labor Dept. wanted to keep my old permit. Is that correct? Actually I wanted to keep it, not just photo copies, for future reference.

n.b. Labor was not told by anyone about my future plans.

So far they always returned to me. Except the digital work permit, which is just an app, not a book.

This might be some old info but this is what happened to me:

When i changed jobs, i had a letter from my previous work (termination letter) thats the most important thing. Also they more care about your visa cancelation and to do that you dont need to give or do anything with your work permit. that letter do all the magic in 5 min at immigration. 

I never gave my work permit to anyone or to labor office to cancel or else. I still have  my 10 years old work permit with me and of course im not working there.

it seems they dont care about the old one.. at least in my cases. 

As long as you can get a new work permit without any problem there shouldnt be any problem. Also if im not mistaken its your work's responsibility to cancel your work permit, sometimes your work place might ask your work permit to cancel which is ok and normal. Dont worry even they dont do that (in most cases they dont because they are too lazy to go and do that) they cannot do anything with it. 

Just let the new work do the paper work and work permit thing

So i think and believe you can keep it

good luck