Yeah I hate the thermal receipts you get nowadays. I have to keep the one's I get when I purchase petrol for tax purposes and I just photocopy them on my inkjet printer. They do look nicer than the dotmatrix ones you used to get as you can put your business logo on them and have nicer fonts, etc. I deal with POS products with work and thermal is pretty much the only type of receipt printer you can buy now. Sometimes shops can print out an A4 receipt on a laser printer, that's your only other option.
There is no way you can really preserve them in their original form as they will eventually fade over the years no matter how you look after them. Too hot and the paper goes black, too cold and it goes white again!
I think some companies want them to fade so you can't claim warranties, etc.