Great question Brian! I just bought a CT36AC and debated about holding on to the box. On the one hand, it's nice to have it in the event I need to send it in for service. On the other hand, if I kept all of the boxes for my larger Festool items (Kapex, CT-36AC, CT-26, CT-MIDI, CMS-OF, etc...), I wouldn't have any space to work or park my van!
For myself, I recycle the packaging. The way I figure it, I generally haven't needed to send my tools in for service until they're 4+ years old. By then, even if I had kept the boxes they would have likely been damaged by water or simply taken up way too much room relative to their value. For your Kapex, I believe the bill for Festool to send you the complete packing kit is insignificant, something like $40. PLUS, Festool sends you a sheet detailing exactly HOW they want you to pack it, which is much better than trying to remember how it fit in there years after the fact. For instance, there is a special "packing" position for the blade/motor housing that I wouldn't have figured out if it weren't for the packing instructions they sent me.
Unless you have acres of cubic space to store empty boxes, I suggest you recycle the boxes, and in the unlikely event you need to send something in for service, simply call Festool and they'll send you the appropriate packaging materials and instructions. Good luck out there!