Not per se because there's no active monitoring. But the value of most artifacts is in displaying them or selling them (even for the raw materials, like melted as gold/silver bars). So something with purely historical value is harder to hide. Which means sooner or later there's a good chance it can be traced back to you.

But yeah, if you plan on keeping them for your personal collection I guess nobody ever has to know. Except a few of your best friends or family who definitely won't tell a soul, ever :D.