There's also the case of sites like MusicBrainz which keep the non-canonical IDs without redirecting to the canonical ID, but will tell you which ID is preferred, e.g. Fritz Kreisler

where all the tabs for the second two pages actually point to the first, canonical entry.

Is there an established policy for either the redirect or non-redirect case?

I'd argue that even the obsolete identifiers are useful for inbound resolution and reconciliation.  Aggressively pruning them just makes more work for people, because they must resolve the identifier that they have in hand to its canonical form (probably by hitting the issuing authority) before using it for Wikidata lookups.

What do others think?

Tom