In Kirby's Adventure, Kirby's Dream Land 2, Kirby Super Star, Kirby's Dream Land 3, and Kirby 64: The Crystal Shards, these weapons were required to defeat them (or at least needed to defeat a certain boss). Unlike a Copy Ability, final weapons could not be lost if Kirby gets hit or attempts to drop it.
Starting with Kirby & The Amazing Mirror, however, final weapons were not required. Unlike a regular Copy Ability, lost final weapons bounce around endlessly unless Kirby swallows them. There was even a way to use certain ones regularly.