I'm seriously getting the impression that Scotland's fearless leader has gone bonkers. No government, or museum, in its right mind would tolerate talk of sending a national treasure like the Lewis chessmen to a rinky-dink local museum. Even less would they open a can of worms by encouraging thousands of two-bit little museums around the world, most of whom should post "come and get it" signs for burglars, to start demanding the "return" of whatever happened to be found in the neighborhood.
Have a look at THIS. It'll tell you the truth about the situation.