You should store it when you come up with a epic chests or up and not open it instead. So you'd better have extra slots for chests which must cost money to buy them. That is what the designer design for. I always store the epic and legendary chest before the pussy market start, though I only have the default 4 slots. I did't spend one cent on this game because it don't support the payment of my country.
I suppose you are right about the slot thing. However, another user did say that having ten slots would still not allow one to grind until an epic chest dropped. You could get ten common chests and rare chests in a row (or to add insult a mythic or legendary without an epic one which makes the mythic and legendary chests useless when doing the Pussy Market).