To minimize the blame and punishment. They can say, if they succeed in bringing it all back, that it wasn’t really gone in the first place even if it was mislocated for a time.
They’d rather get punished for misplacing it than having sold it off.
You do realize, if you’re thrown in jail, it won’t matter if you sold it or give it back. You go to jail. Then while bubba remodels your anal orifice, so you can carry your bowling ball, bag and shoes no hands. He ain’t gonna ask you what you did with your loot. Know what I’m sayin?