While waiting for the police there's nothing wrong with making a video. Taking it home to inspect it? That's something else entirely.
In terms of this as valuable education, lets put our critical thinking hats on. Did this ultimately make the world safer and help real people? Likely very little because most people have zero liability for credit-card fraud and if we think through this a bit more maybe it makes the world more dangerous.
What happens when someone who watched this video decides to do the same when they find a skimmer in Mexico, but someone from the local crime syndicate that placed it there see's them remove it, then follows them until they have a chance to take it back with force? Now someone gets hurt.
In all cases, immediately call the police.
EDIT: and if you don't trust the police, leave it, walk away, and anon call it in or call the bank.