There are no limits to Troops other than no more than one of any type. The only real advantage to discarding a Troop Tile instead of purchasing another Tile would be as a concession made in negotiation. As Gold and Influence are the only commodities that can be traded freely between players, giving up a Troop Tile could be used as an incentive - "I will give up my Stradiots this turn (allowing another player to purchase them on their turn) in exchange for..." After 50+ games, we never saw this happen.
This happened in my first game, but you still have to make sure no other player could scoop it up before the player expecting it gets a turn (or make more complex deals). Nasty game.