Yep, doesn't matter where you keep them as long as you can easily find them, if you don't need to keep checklists separate then that means your reference and project support materials are organized and managed really well and maybe even better than the way David Allen used to manage them while writing the book, that's all.
I think the part about reference and project support material organization and management is covered very briefly in his book - just couple of pages. Maybe that's because he didn't have that figured out as well as managing projects and actions. Just a thought.