My take: If at all possible, use the method that does not require you to actually solder the chip to the Saturn. That way the "modification" can be easily and harmlessly undone. Do that and there shouldn't even be any question about what you're doing with a rare collectible.
If you have the skill to do the solder onto the IC method than you could just as easily remove it, if for some insane reason you wanted to return it to it's virgin state. Besides, it's an internal mod that enhances the playability of the console. The outer shell, which is 100% of its collectiblity value, is not compromised, so what's the harm? 50,000 is a fairly large run, and by the time most vintage videogame consoles bring in BIG bucks at auctions you, I, and our children's children will be long dead, if at all.
Personally I would chip it, using the soldering onto the IC method, and put a bright blue LED in both the console and controller.