Personally id'd throw them in my garden or giant feeder breeder tank to add nutrition to the soil in there but I wouldn't keep them as pets by any means because they are so small. If you want a good species of pet millipede that's fun to interact with and watch for cheap, look up Orthoporus Ornatus. You can get them for under $10.00 and they get pretty sizable, I even know of a locality where the species reaches 8+".
See, "pet" is a matter of opinion. I for one love tiny inverts and even prefer them to some large ones. If is interesting to me, then I will attempt to keep it, no matter the size. I have kept 5 mm long Blapstinus sp darkling beetles as pets, they still can live almost as long as the larger species and are just as easy to keep, (breeding them however, is another story...). I understand some people only want the big species, but I personally find the tiny ones can be just as interesting.
Yeah I'm one for bigger inverts but I have my share of little scorps and a few small cantipedes too. It's all personal preference. I would figure letting them go is what's best for them but if you had a little enclosure for them you could keep them happy and healthy with ease I'm sure.