Let's say that I gift you a suitcase with ten thousand $100 bills that seem legit, but you're not sure. How much would you be willing to pay for a proof that they are indeed legit?
The legality does break the analogy, but my point was just that a suitcase with ten thousand $100 bills has a non-zero value on its own, but that proving its provenance would significantly increase its value, despite the suitcase staying the same. The argument then is that this is not unique to art - it's (financially) valuable for us to know who made an artifact and what its journey was until it got to us.