Perhaps they incriminate the Bush "administration" in some manner and he wants to hold them to use at the right moment.
Perhaps he leaked them and wanted people to think he destroyed his and wasn't the leaker.
Perhaps he knew they vindicated the Clinton administration and wanted the public to think that he destroyed them but secretly told the Bush "administration" that he didn't and used them as some kind of leverage.
Perhaps they incriminated the Clinton administration and he wanted to keep Hillary out of the race.
The real question is "What did the documents say?"