Are hockey and baseball the only sports where the spectators can keep the puck/baseball?

Maybe table tennis. But I doubt spectators would care enough to want one of those.

Tennis.

^^^ Wayward tennis balls are retrieved. The balls in use need to wear and deflate evenly.

I don’t know about hockey pucks but I do believe that all baseballs are replaced after being hit with a bat so the players wouldn’t want them back anyway. Balls that are more expensive and air filled would be a different matter.

Baseballs are frequently replaced throughout the game, so it’s not really an issue for spectators to keep them.

Boxing. You’re welcome to keep any teeth that fly your way.