Assets do not collect within a project. When you make changes within a project, AE is just *referencing* those assets in their original location on your computer or hard drive. If your project and all the assets stay on the same computer, network, or hard drive, there is no reason to “collect files”. You would just save your project incrementally along the way.
If you need to share a project with someone who does not have access to all of the files that after effects is using, that’s when you have the program copy, or “collect”, the assets into a single folder. That folder can then be moved to a different location and the project saved inside will open without missing assets. You might also do this when you are backing up a project so that all assets referenced by the project are also backed up.