That's pretty crazy. I bet the guy just wasn't able to sell it to anyone. Probably pretty hard to unload a $15k knife that everyone knows is stolen.
Crazy that he would return it rather than sell it to the first dupe he could find offering him anything for it. Crazy in a good way though.
I bet it was someone that just got a little too tempted by greed, then realized that he doesn't have the resources or the know-how to sell something like that without getting in trouble, and just sat on it trying to figure out a way to not get caught.
Solution? Send some guy into your store with the box. No offense intended or anything, but if you at one point thought it was someone personally close to you, I might keep an eye on that guy. Just the mere fact that they had the conscience to give it back makes me think that it's someone who cares about you--if only in the least bit. Caught up in greed, and then no way to return it without making themselves guity; until now I guess.
It would make the most sense to me. I once had a friend steal an expensive laptop. It had an encrypted hard-drive and a GPS locator on it ( unfortunately I never paid for that service, but they didn't know that) and once I had concluded, "Well, someone must have snuck in and taken it or something," I find it sitting on my front porch the next day. Now I never accused anyone, but I have a feeling who did it; mostly because I recall mentioning, "...whoever stole it is a dumbass because it's got LoJack and the hard-drive is encrypted at a hardware level..." when I was with a group of friends, and the next day the laptop is back.