Keeping references to `IDisposable` when using the Reactive Extensions for .NET: always, never, or sometimes?

Up until now I have zealously kept every reference to the IDisposable returned from any .Subscribe(...), .Connect(...), etc, method within Rx. I've done this because of my fear that a garbage collections will dispose the disposable if I don't keep the reference.

However, I did a test in LINQPad where I did some calls GC.Collect() on a .Subscribe(...) where I didn't keep the reference and guess what? The world didn't end and the subscription ran to completion.

In further testing I found that my subscription was disposed of immediately after .OnComplete() without my intervention.

This leads me to understand that, at least for .Subscribe(...), that the only reason to keep a reference to the subscription is to force the subscription to end before its normal completion. It's more like a cancellation token.

So are all Rx disposables used for cancelling rather than keeping alive?

What, then, are the rules for hanging on to an IDisposable?