The problem with the sword is that megalomania issue, especially since we only have people who we don't want that issue able to use it. I don't want crazed ninjas or ancient mongol warlord going after all. The key is one of the nice stuff, because its dimensional stuff, which might be useful on not just another-dimensionanitor, but also stuff that could lead to being able to strength the dimensional walls, aka being able to reinforce the seal on Bill Cipher.
Sure, the scroll and the book would be nice, but there is a better book coming up and we will need a lot of money to outbid Horvath.