The only reference I recall regarding "keep" is with periodicals. You have the option to keep individual issues permanently or let them expire at the end of 7 days. Maybe the Kindle recognizes the books as coming from a Baen subscription (something in the metadata perhaps).
http://www.amazon.com/gp/help/custom...930&#k2keepsub
Quote:
Keeping Subscription Content
Older issues of newspapers and magazines appear inside a grouping called "Periodicals: Back Issues." Selecting the grouping takes you to a screen that displays the back issues you have on your Kindle.
Kindle automatically deletes issues that are more than seven issues old to free up space for new content. An exclamation point next to an issue indicates that it will be deleted within 48 hours. If you'd like to keep a copy of an issue, you need to adjust the settings for each issue you wish to keep.
To keep a back issue:
1. Open the specific issue from the Kindle Home screen.
2. Press the Menu button and select "Keep This Issue."
You will then see the word "keep" to the left of the issue title in Home.
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