Many of the dragon's guards are undead -- zombies, skeletons, and the like. Deep in the midst of it's horde is a tiny chest made of expensive materials (the replica of a Secret Chest). If the larger chest is summoned forth from the ethereal plane, it is found to contain a multitude of smaller boxes, pouches, and other containers, each holding a single lich's phylactery.
The dragon trades his services as a well guarded vault for undead minions to aid in it's protection.
(There are actually a lot of interesting scenarios you can come up with based on the premise of a dragon acting as a safe-deposit-box system for powerful and evil entities.)