Because they are more secure there. These are irreplaceable items. Pick your favorite cultural artifact, would you help move it to a more secure location if there was a lot of instability that could lead to it being destroyed? Even if that more secure location was a different country? I personally would.

You steal a mummy from egipt, take it to london, put it in a museum.

Who has more claim on the item... someone who stole it and kept it for 100, 150, 200 years? Or people of egypt represented by their government,living in an area where the mummy was stolen from?

especially when you consider the British Museum hasn't been great about preventing theft recently