In my rules (p. 5) , it says: "The cards discarded this way remain face down and form a discard pile in the center of the table.". And in the Cities rules it says "The remaining cards are set aside and will remain hidden". I take that set aside means they aren't going to be used at all.
Even then it wouldn't make any sense as the abilities would be too powerful if you were allowed to build the guilds for free that aren't included.
But after a recent game with all expansions, I took the time to read the rules again for everything. I was fairly certain my version said all these cards are getting discarded back to the box. So that is what made me ask. I'll look at it again in the morning when I have my rules with me.
The white Leader cards are returned to the box when discarded. Maybe that was causing your confusion?
Yep, that looks to be what sent me down this path. All leader "discards" are put back in the box. But Rome can pull them out of the box. That was what was got me tripped up - I thought the base game discards were treated the same way.