Do they make the garbagebin, hit the forgotten archives of Billund or some desginer takes them home!
I imagine they keep the pieces for potential later use. In the Loch Ness Monster set, you can see a great helm on one of the knights, and it's practically identical to the great helm released at the start of Kingdoms in 2010. Also, I forget where I saw it, but the initial skeleton horse mold was made sometime in the 90s, despite not being released until 2007.
I can only hope and pray that LEGO decides to use those unreleased crowns someday. We need variations of crowns, LEGO!