If you can afford better weapons, great, leave them in your vault, but at least if you lose some henchmen you'll have basic magical replacements to give to any new soldiers joining the warband (even a +1F sword is better than nothing if facing something immune to non-magic).
Also, depending on your group, you might be allowed to sell embedded weapons - I don't see a difference between a +1F sword found in a chest (worth 300gp) and a sword with an embedded enchantment (+1F - worth 300gp?). Of course, that might not have been Joe's intention, but your group might allow it.