This affair reminds us that museums must at all times conduct themselves in an ethical manner. ICOM's Code of Ethics for Museums (2006) explains why:
4.5 Display of Unprovenanced Material
Museums should avoid displaying or otherwise using material of questionable origin or lacking provenance. They should be
aware that such displays or usage can be seen to condone and contribute to the illicit trade in cultural property.
- available at: http://archives.icom.museum/ethics.html
But more than that, in accepting items of questionable provenance, museums would be helping the likes of Goran Hadžić to evade justice.