Is it illegal to dig ancient coins? Why should the police station hand it in?

It is not illegal to dig up ancient coins, but it is illegal to hide them and not hand them over to the state.

Relevant basis:

Article 79 of the General Principles of the Civil Law stipulates: "Buried objects and hidden objects whose owners are unknown belong to the state. The receiving unit shall give praise or material rewards to the units or individuals handed in. "