1. because the site is a 3D accumulation, you need to remove layers to access what's below

2. to apply laboratory tech, you're not going to bring an electron microscope or an NMR spectrometer down a pit

3. to keep the artefacts from spoiling further

4. because spoilage of the artefacts will speed up once they're uncovered and exposed to the elements

5. to avoid thefts and secreting of the artefacts in private collections

6. because the state would have to confiscate all dig sites rather than temporary make them off-limits, which people already react to quite badly (especially when the dig site is a construction site which is rather common, look up "rescue archaeology")

You need physical access to the items to perform tests on them to understand where they come from and what they're made of. You also fund the further study of these objects by renting/selling pieces of the collection to museums, curators, and collectors.