Unless it's like that (Robert Bloch?) story that was in One Step Beyond or Twilight Zone or one of those '60s shows, where this guy in Las Vegas finds a money clip with twenty grand in it, and agonizes over keeping it and counting it over and over, but decides to be a good honest citizen and turns it in. Then henchman take him from his room and bring him to the mob boss who runs the hotel. The boss wants to know where the other ten grand is, and the guy knows there was no other ten grand, only they hand him the phone and it's his wife. The boss has a thug at the guy's home, who's going to start breaking his wife's fingers if he doesn't cough up the rest of the money. So, in that case, no, it is brain dead stupid to return the money. No good deed goes unpunished.
On the other hand, if anyone finds out you found a lot of money and didn't turn it in, they will either turn you in for a reward, or demand part of it to keep quiet, or they are the cops and will arrest you, or likewise demand part of it to keep quiet. This is Earth. Prepare to get screwed.