Some of those artifacts have questionable ownership claims. Its not obvious who exactly they belong to. It would be easy enough to return something to a major museum at the country of origin, but for example the Benin bronze statues have claims from nigeria the country and the royalty, who plan to integrate it to their private collection, aka we would be “returning” an important artifact to some kleptocrats safe.

Also nigerian museums are notoriously famous for “loosing” artifacts which then appear on the black market. Sone are even melted down and sold at the price of the materials.

Because the museum curators don’t want to. Then the “morality” of stealing from someone who has the object but didn’t take it them self comes up.

There isn’t a reason other than ego.