Basically they would steal said artwork but instead of selling, the point is to keep it in hidden storage. Then if at some point further down the line the criminal gets arrested in relation to another crime, they use the location of the artwork as leverage during plea bargaining.
This is one of the major theories in the Isabella Stewart Gardner Museum heists in the 90's.
Edit: apparently it was multiple buckets not just one.
The deed itself; the kick of doing something which isn't allowed.
Owning the stolen goods; owning something unique akin to a trophy.
However a legit buyer of a piece of art can show it off (like people -mostly male, it seems- seem to have this urge to show off materialistic things such as their cars or smartphones). Someone who stole something, especially if its unique, cannot show it off because it increases the chance of them getting busted. So eventually, they need a normal income while they own these expensive trophies, or they need to launder the goods. Which doesn't work very well with such unique antiquities.