Well, if we want to replace it, we have two already possible options.
1: We create an exact fake, using our perfect memory and potentially Skye's power, and replace the real one with it in a Mission Impossible style heist.
Although this would probably be discovered, I believe that'd take a while, since I think potential MGs are converted in bulk, excluding transfers. Nevertheless, this will alert them, with potentially an even worse response than just stealing it.
2: Skye checks out the artifact, either disassembling it while everybody else would be distracted upon which we reverse it or (If her power allows for it) doing non-destructive testing to memorise it, and then move to replace the real one.
This is a lot more complex, and would probably be the most difficult, we'd probably need some pretty exotic materials even if it is scanned and if Skye isn't able to do it in this trip, we'd need two heists in order to pull it off properly, this assuming Skye could even copy it.
That said I'm all for going heist mode, shoot for the stars! And even if you miss, you can hope you packed a spacesuit.