You mislead people what your victory condition is. (Why make it easy to just steal one artifact from you to end your ability to win easily?)
Some artifacts (and Gadgets) grant special abilities, as well.
You can sell artifacts with "Sell an Artifact" action cards, even get bonuses if the sold artifact is a specific type (like Mona Lisa).
I agree with this. Extra artifacts add to bluffs or can be sold for bonuses (via card effect).
Further, your Mission can be changed. Extra artifacts provide some insurance in partial completion of your hypothetical new Mission.