kids First British Passport- they keep the foreign passport?

We were told that our child (born in the EU to one British parent (unmarried) after 2006) is already British and all we need to do now is to apply for the First British Passport for him.

The question is - the passport application says to send the "passport ypu eneterd UK with", so now I am wondering if the border agancy are going to return the old foreign passport? Or is it more of an "exchange" - they keep the old EU one and just send us the new shiny British passport?

any help greatly appreciated

They should return them.