Hi,
We sure could add an option to store the invoice PDFs.
In fact, they are already stored in the folder plugins/hikashop/attachinvoice/invoices/ but they are deleted automatically to avoid having the folder grow for no reason.
So adding an option to not delete them shouldn't be a problem.
In fact, if you want to do that right now, just remove the line:
JFile::delete($invoiceFolder.DS.$oneInvoice);
in plugins/hikashop/attachinvoice/attachinvoice.php and you'll get the invoices stored in that folder.