What an embarrassment for the museum!
A similar mourning ring was sold at auction some time ago, as we discussed here:
viewtopic.php?f=1&t=490&hilit=mourning+ringOne might think that there would be little point in stealing such an item as it would be unsaleable: Nelson mourning rings are extremely rare - and any potential purchaser would put two and two together and not touch it.
Many thieves, I gather from articles in the press about the theft of paintings such as Munch's 'Scream', aim not to sell on the piece but to negotiate a deal to return it - a form of kidnapping, I suppose. The thieves settle for an amount less than the insured value so the insurers are amenable; the museum gets its treasure back and the thieves pocket some cash. Sometimes the police manage a 'sting', sometimes not.