Because they have ethics?
In some cases, such as a stash of very old gold coins, it might not be wise to publicize it.
But in cases such as this, where there is a trail and a legal owner may be found, it makes sense.
Also because if the money was crime-connected, the owners may send out the Korean version of Mr. Lefty and Mr. Fingers to track it down. (Think along the lines of "No country for old men.)