Should the oldest Ak-47s and M16s be sent back to Russia and the USA? We may have to ask ourselves that question in a few decades. What of composite pieces? An Indonesian piece with a Chinese or Indian imported blade with European stylistic influences on the guard? What about a musket from the late 1700s found in colonial North America? Does it belong to the Dutch, French, or the English or does it belong to the USA? What about a club or arrowheads belonging to the Massachuset Tribe which was largely killed off and has a few descendants left?
Weapons are force multipliers. They maximize the damage of a thrust, cut, smash... or project objects that pierce the opponent's body. They are just tools to make us humans deadlier. By themselves, their value is only when one needs to injure or kill another. But the idea of value, a person's sense of value with regards to a weapon, a family's, a culture's, a country's, etc. is different. Culture and history become tied with an object used to make killing more efficient. Weapons often reflect this in their style, decorations, materials, logos, colors, etc.
In the end some are sold because they are no longer valued. Some were seized by conquerers because they are valuable to the original owners. And some are sold because of cultural taboo or poverty...
I say it depends on an individual basis, if you can trace the origin of a piece... but in the end if the piece is better off with you than back with its people (for whatever reason), maybe you ought to keep it. Truly understanding everything about a weapon involves historical, cultural, and hoplological knowledge... a major journey.
Often you cannot trace the origin of a weapon however (in terms of how it went from a prized weapon to being sold on the market).
Even if you could and see that perhaps the descendants of its owner would probably like it back in their lineage... you did buy it with your hard earned money. A sweat-shop worker might like the clothes he/she is making but cannot have, and while you may feel bad and want to give him or her your nice clothes... you did work to earn the money to pay for those clothes which you now wear.