How would leaving the gold piece behind make the police think it was a robbery? I would think that would make the police think the reverse. I don't think it was a question of "honor", either. The book says he "knew" he had to leave it behind.

Since the book later states that Vito was surprised that he was never even questioned about the murder, I think it was a case of him not wanting to be in possesion of any of Fanucci's personal items, since he was expecting to be questioned. His alibi was that Fanucci was seen leaving his apartment alive.