As a Pratchett fan I welcome his wish as it means his legacy is left as he had intended it to be written.
"I save about twenty drafts — that's ten meg of disc space — and the last one contains all the final alterations. Once it has been printed out and received by the publishers, there's a cry here of 'Tough shit, literary researchers of the future, try getting a proper job!' and the rest are wiped."
On one hand, as a long time Pratchett fan, it would be interesting to see what ideas he was working on (I'll miss many of his characters), on the other hand and looking at other examples (cough, cough, Tolkien, cough), I prefer his legacy to be what it is today.
As for Tolkien, I'm quite happy that the Silmarillion got published.
Update: just read loopbit's response to the same post. Good point.