No, only cataloguing. I asked them this when I was there January last year. They didn't do this then and if I remember correctly it was because of licensing concerns and also not wanting to open boxes. I know Royal Library in Stockholm digitally archive various media, not sure what Embracer would need to be allowed to do that.
I think you’re right, they would need some kind of copyright exemption in order to properly preserve the games by migrating them to new media regularly. I’m not sure it’s possible to get such an exemption for a private corporation under Swedish law?