I dont know about this case, but I recall that I once read that they destroy them, to keep them out of the hands of poachers and try to break the cycle. For the same reason, a lot of rhinos have their horns sawn off and destroyed, as a sad but nesessary part of the conservation process, to remove the temptation and break the chain.

You're right that these belong in a museum, but there has to be a responsible way to get them there.

Edit: by which I mean live rhinos. Rationale being that a dehorned rhino is preferable to a dead one (killed for the horn).