During the neutering procedure they do take the testicles.
I have heard of some vets who perform vasectomies.
The truth is the dogs don't miss them one little bit. It's really not a big deal. The only advantage I could think of for keeping them is the dog looks like he hasn't been altered (if you would like to call that an advantage).
Disadvantages....Increased risk of cancer, hormones are still being produced so marking, territorial behaviors and roaming are still a risk.
It's a personal decision, your dog won't care either way

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