Whether or not they are copies is irrelevant(*). Are software engineers normally allowed to keep copies of the proprietary source code of their employer after they leave the company? Do accountants normally keep copies of the financial records of their employer? Is it standard practice for doctors to store medical records of hospital patients in their basement?

(*) If he kept the only copy, that's even worse since a new prosecutor wouldn't have access to the old records if they wanted to pursue a new prosecution or if there was an appeal to an old case.