While DNA samples would be a great thing to have, I'd hate for that to be the only trance of them left in the future. Imagine one day, when all we will have is a huge book of DNA samples of everything we used to know.
The people taking DNA samples agree with you. It's not like they just really want a sample of rhino DNA. They're keeping them so that maybe some day we'll be able to use that sample to bring back actual rhinos.