If that place it was taken from does not have the capacity to store it you should still return it, whatever cultural significance you attach to it means nothing against it's original cultures claim to the artifact. Especially if it's someplace like the British museum, who in the past have decided such culturally important artifacts should be scrubbed with the likes of a stiff metal wire brush and chemicals, thus permanently damaging such artifacts. Not to worry though, if you can ever scrape together enough money to travel to the UK you too can pay to see your artifact, assuming it's among the few thousand on display and not part of the 8 million objects locked up in the basement forever.

Does it matter if they are safer? If I broke into your house and stole your TV or the urn with your grandmother's ashes would my keeping them be justified if I had better storage facilities? It's their cultural artifacts and human remains. And let's not forget that those artifacts which are stored in larger institutions arnt necessarily safer, people do dumb and highly destructive things to them even there.