You're probably better off ignoring whatever they tell you over the phone. The last two times I had to replace a receiver, they gave me the wrong information about whether or not it needed to be returned.When you call to cancel they will let you know what has to be returned.
Getting the remote thrown in the box shouldn't be that much of a reach. Do remove the batteries though.If they say the LNB or remote has to be no sense in arguing, just don't return those as DISH will not expect them if you can't easily get them.