It smells like possible bullshit, but it's possible that this is true. He was doing something illegal, and if he was thinking straight he would want to keep his hands on proof in case someone like Roger Clemens down the line decides to lie about it once you're all caught. I'd think it would be more likely to have audio and/or video, but blood on something sounds good too.
If true, if true, then Clemens is likely boned.