Royal arms need not be entombed to be useful to the heirs, as is seen with the Trident of the Oracle and the Sword of the Father it is only necessary for the heir to come into contact with the weapon. Arms left in tombs have been known to have been broken into and stolen and thus thought lost, such as the Tomb of the Tall in Duscae.
They are usually left in royal tombs that are hidden around the nation of Lucis in hard-to-reach locations, such as caves, forests, and even on a volcano. The weapons have been preserved for future generations by the monarchs who wielded them, although the exact process this entails is unknown.
The royal arms are often especially good for fighting daemons (although in gameplay terms, the royal arms are non-elemental).