Not only to they offer an exceptional means to show a window into the setting itself, but they often provide practical insight into the rules. Game. Set. Match. was one such example, as is the story at the head of the magic chapter in SR4A (magical forensics, assensing to acquire the thief's astral signature, astral tracking via spirit, and magical combat between mages and their spirits).
Also, in many of the books the stories provide coherency to the 'current' events of the metaplot (most recent example being the fiction bits in Street Legends).
So yeah, I'd keep them at hand in your format translation. Maybe place them in a separate file, but keep them all the same.