Regarding submission of rough sheets available during competitive exams like BARC,CIL,etc.

Are they noting down anywhere how many rough sheets were given to each candidate? Are they asking you to sign when they give you additional sheets?

Generally, these online examinations will be conducted in many batches. When you come for the examination and if you are writing some questions on the rough sheet and carrying out, there are chances you may give it to another candidate who is attending in the next batches. That may be helpful to understand the pattern or how the questions are drawn. In some cases, the exact question may get repeated. So the invigilators should be careful in collecting back these sheets. There will not be any impact on the candidate if he is not submitting the papers. Why the invigilator should allow him to go. If only one or two candidates are doing it, there may be a problem. Otherwise, I feel there will not be any problem.

Providing a rough sheet to the students appearing in objective type of examination is only a facility so that they can do their rough work in that. In some places, the invigilators would ask them to write their roll numbers on that sheet to avoid any mixing of the same between the students and to confirm at the end that everyone has returned it. Generally they would take them back and then keep in the examination centre or destroy so that no one can misuse it. Now by their negligence or your ignorance if you have taken the rough sheet with you then it is not a big issue because I do not think that just by viewing that rough sheet someone can qualify in the exam next time. I do not believe so. In my view there is no problem in this but only thing is that if there was a directive to you announced in the beginning of the exam that the rough sheet has to be returned back then as an honest and good student you must have complied with it.

Rough sheets are provided to the aspirants to carry out rough work of the attempted questions and without the rough work, one cannot arrive at the final answer. Though the rough sheets are important for the sake of getting end answers but once you mark the correct answer in the form of A, B, C, D etc, after your calculation, the very purpose of that sheet ends. The aspirants are required to write down their roll nos on in the space provided in the sheet.
However, on line tests of BARC and CIL, the companies are interested to assess the potential of the individual aspirants with the correct tick chosen in each question and the same can be obtained sometimes with the manual calculations as well escaping the rout of calculation in the rough sheet. Hence such sheets are important for the aspirants but not for the management.
Hence if no seriousness is observed by the invigilators in collecting such sheets, you may conclude that they have not been directed to stick to compliance of collection of accompanying rough sheets. You may come out of the examination hall along with that sheet.

I could find out from some students that these rough sheets are supposed to be returned with the answer sheet. Generally this would be announced in the beginning. Though if some people forgot it to be handed over, it might not make any difference as it has no official value outside the examination centre. In your case how you did not notice the announcement is not understood clearly. Anyway forget it as it has no implication.