Charles, I have an extensive collection of casino matches and for myself I prefer to remove the matches (except for features or printed sticks of course) There are special pages made just for match covers, so they look better flat.
Full books will fit but do wrinkle the page some.
Older, front strike matches do have much more value if they are a full book. Since I collect for the fun of it, not the worth, most of mine are covers only. It is still each individuals choice as to how they want to collect.
There is a fire danger for any large accumulation of books. Other than that I don't think there is any "right" way or "wrong" way to collect. Janice O'Neal