Touche'
Ru - Thank you for pointing that out.
I think the Liquid VS Rocket debate will go to how stable the fuel is in space. Liquid Fuel can still be harmful in space unused and poses further risk (Think Apollo 11) Where solid fuel would be much more stable in that environment. Also probably safer to handle in general.
This article doesn't state so but my guess is they do re-enter with them attached, for sake of re-use. True, this poses a different danger. (it is space travel "Safe" is not exactly always easy, think lesser of two evils)
And as for "carrying around something you don't use" - someone needs to go back to physics class, as you are weightless (not accurate, but you know what I'm saying), once in orbit. Space on the craft I'm sure would be a premium, however, for the sake of launch safety, again, this is probably a weighted option.
Go go Gadget NASA