This is what gets me. It doesn't even need to be an ongoing conspiracy. The gold could have been spirited away during the Cold War for some critical-at-the-time purpose, with every intention to be restored, and for whatever reason it just wasn't possible. Decades later you have an institution and a government staffed entirely by people who had nothing to do with it but are left holding the bag. As you say, there is literally no incentive to expose this fact, by anybody. The gold itself hasn't left the vault since the 1960's, it can be traded on paper forever if nobody looks.

To be clear I'm not saying this is what happened, just that there doesn't have to be an ongoing conspiracy among hundreds of people and institutions for the gold to be gone and nobody wanting to say anything.