This allows you to test your parsing routines independently of the target website, this allows you to later compare with previous versions and this allows you to reparse everything in the future, even after the original website long gone is.
My recommendation is to use the WARC archive format to store the results, this way you are on the safe side (the storage is standardized), it compresses very well and the WARC are easy to handle (they are immutable store, nice for backups).