People who visit a museum often are searching for understanding associated with the objects they observe. In the case of art, that understanding might involve guessing what the artist was expressing and developing their own reactions to the art.
In the case of a museum featuring objects created for functional purposes such as locomotives, people may want to understand how the object accomplished its function and perhaps judge how well it did so in the perspective of the context of the era in which it was created.
Operating an artifact locomotive conveys much more information to the observer than displaying it in a static protected manner. It gives the observer a sense of appreciation of the magnitude of the achievements of its creators, as well as appreciation for all those who have toiled to maintain it in such a good condition.
A working replica may be useful in teaching the principals involved in the creation of the original locomotive and for generating revenue and providing an experience similar to the that of the original, but it does not demonstrate the degree of durability built into the original, and in whatever slight ways, is not the same in its effect on the observer.
Is it worth the risk? Subjective question.
If you would rather preserve an original artwork in a vault with climate controls, etc. where it will survive for a very long time and view a photograph of the original to derive your understanding, then you are and individual who would not risk an original locomotive.
If you are an individual who needs detailed observation of the original to gain your understanding and feel fully enlightened, you will favor operating the original.
There are arguments to be made either way.