He doesn't use them. But he could be keeping Grey Fox's blade until he gives it to Raiden? There's nothing I know that indicates this, but it would feel typical of Kojima that Raiden would use Grey Fox's sword.
I only remember him holding it in TS; he was stabbing it into the floor making a sort-of pseudo-grave for Frank... it was one of the many added Ryuuhei scenes... (you can actually see the severed power cord on the handle in this picture here)
just sayin' but snake doesn't use the thermal vest part of his sneaking suit during metal gear solid 2. could argue that this image is only mgs1 and mgs4
