Alessandro Rapinese said the prohibition was for public safety, adding "I know what it's like to be hit by one of these beasts".
The 30-year-old was on the active volcano when a thunderstorm developed, local media report.
The works were taken overnight without alarms being triggered, raising suspicion of a professional hit.
Police released the CCTV footage after the art, which was stolen in March, was recovered.
Italy's culture minister says it is one of the most important underwater archaeological finds in years.
Italy introduced border controls following an influx of about 78,000 migrants from Morocco into the neighbouring Spanish exclave of Ceuta.
The player only realised they binned the life-changing ticket after family told them the numbers he played for years had been drawn.
From supermarkets to night-time tours, experts share how to make the most of Italy during this latest heatwave.
Thousands of people line the streets in Milan for the funeral of footballing legend Franco Baresi. The former AC Milan and Italy defender died last week aged 66.
