it's always a good idea

I am always happy to return parts. I totally understand. Some customers will come in and we will install an $8k exhaust on their Ferrari. If they want the pipes back, we will cut them in such a way that it can cleanly be put back on if needed. Saves me room in the dumpster as well.

To be honest, probably 80% of my clients don't know what they are looking at and don't care to have anything explained or deal with used parts. But this is one of the questions on our paperwork when you check in so it is in writing: "Would you like to retain any of the old/broken parts off your vehicle?" I've also had some that said yes, but once they saw the part was truly trash, they said just chuck it for them. 

If a mechanic, or a dealer, has nothing to hide, they will 100% of the time give you your old parts back. Never been an issue for me.

If is reasonable to ask for the parts back esp. if you want to see what failed or wore out.  In fact, in some states their auto repair law allows for parts to be returned back to the customer if they requested it at the time the work order was placed.