To go back to the thing about the horn bringing down the walls of Jericho, etc - surely it wouldn't simply be the artifact or the person who could make these miracles occur, but that big guy (I think some folk call him 'God' or something) acting through them. So if Joshua had kept the horn and tried repeating the trick elsewhere, it wouldn't work - unless God agreed to do his big bad wolf thing again ("I'll huff and I'll puff...").
As you may know, I'm not religious, so quoting chapter and verse of a book at me isn't going to mean much. But to me, it would make more sense if a religious artifact only had power if the divine gave it power as it was used in its intended manner, rather than letting it have power all the time so that any old person could come along and use that power for their dastardly deeds.
That would mean that someone (let's say me) could pick up the holy grail thinking "ooh, nice cup" and use it to drink from without any divine power being involved - I'm not seeing it as an instrument of power, but as a cup. Then someone else could come along and find the grail where I'd left it. Perhaps they'd see it for what it was, and through their faith they'd be able to use its powers - presumably God would be able to reward them if their intentions were honourable, and punish them if not. Likewise if someone came across a false grail and tried to use it as the true grail, God wouldn't be impressed, but if it was me picking up what looked like another nice cup, God wouldn't be too bothered (or he'd have a good laugh at the dumbass mortal).
Well, that's my theory anyway, and it fits quite well with the Indy films too.