The world is not nearly as tightly controlled as one might think. Lots of stuff is just some normal person's job to not lose track of.

Body parts are only super custody tracked when they are still viable lifesaving tools (ie organ transplant). Besides that they aren't a huge deal.

Once they've been relegated to the heap of experimentation they really don't need to be controlled that much. Oddly I would feel in some way violated if a loved one of mine had died and his/her head were in that box, but if it happened to my own head I would pay it no mind.

A lab I worked in while I was in college had a freezer with a bunch of human heads in it. pretty creepy.

Why? They aren’t going to escape.

I don't know, I wouldn't expect heads to be a popular target of thievery.