@Mrs.peacock said:

What was the point of loaning it to the museum?

I can offer two reasons — one that is just my own speculation, and one that is actually mentioned in the movie itself so, to tell you outright would be kind of a spoiler.

First off, my own speculation is, criminals often like to return to the scene of the crime, admire their work, internally gloat over their success while taking a front row seat to watch all the so-called smart people wonder "what the hell happened here?" He positions himself as a gracious benefactor, making people think "no way HE could be the perpetrator, he's such a nice guy."

As for the in-movie-reveal, if you missed it, you may have missed part of what makes this movie so delicious! Best I should say right now is, you ought to watch the movie again, especially the last sequence, especially what the investigators on scene say after the sprinklers have stopped showering water all over the place — WHEN you get it, you'll thank me for not spoiling it, as well as for helping you appreciate how awesome Thomas Crown is!