They did! The Library of Alexandria had her full collection of works, but the Library was destroyed-first in a fire set during (if a remember right) Octavius' campaign to become emperor of Rome. The rest was destroyed when Rome fell, and Egypt was taken over by early Christians, and then by Muslims, neither of whom really cared about preserving pagan works of antiquity.
And so the bitter lesson about the need for offsite backups was learned early on.
Are you sure about that? Kozachka says the Philistines burned the library at Alexandria.