Its been a while since I had a TN1 but I did transit International-US-Canada on occasion and never had it removed. They should have observed the Multiple Entry stamp.

While I may be mistaken, I believe the CBP officer mixed the general use of the white I-94 which can be retained for travel between US and Canada, but must be surrendered if traveling internationally.

Without the I-94 piece of paper, I think you will should bring all documentation just in case they make you go through the process again. They may issue you a new one with the current expiration date without needing to apply for a new one, but I would err on the side of caution.