He was a challenger, not a collector. He didn't want or need one. Not that it would stop him from hiding one if he ever came upon it.

"I'd like to hear some stories sometime too, both of your personal adventures or your adventures here. There's so many wierd things here that hearing them from a different perspective might be interesting. I mean, I've already met this guy who can turn into smoke, and I hear that there are gods here. There's gotta be other things around here that are stranger than that."