You don't know that. The German museum it was in was built in the 1840s, a hundred years before this sculpture was looted from it. It may well have been legally purchased a century or more before nazis existed.
Then let me help your imagination: A rich Bavarian king frequently goes on holiday in Italy, as was the fashion in Europe at the time. There, he regularly meets and intermingles with rich Italians who share his interests in antiquities. He purchases numerous artifacts from them, at a price both agree is fair.