I never knew you could take them, either; I wish that I had known!
We've been to WDW twice, once to AKL, once to WL. We received towel animals on both trips, and both times, left them, figuring that it would be akin to stealing hotel towels.
Regardless, we really enjoyed them, and even more so, the creative things that mousekeeping did with the kids' regular stuffed animals while we were gone. We once came in the room to find the television on with the animals arracged on the bed, "watching" the programming. Once, my son's stuffed snakes were entwined around the bunkbed rails. We've found animals on the kids' pillows, sitting in chairs, arranged as if reading magazines... you name it!