I think it's unlikely that #2 would have happened if EVF leadership hadn't known that #1 would also happen, as SBF had promised he'd make donations to MacAskill (according to the New Yorker article).

Financing a stately mansion is a lot less risky if you know your rich friend is going to recoup the cost.

On second thought, you're right.  SBF  was fine with using FTX money to buy beachfront mansions in the Bahamas, so it probably does fit with SBF's "philanthropic priorities". But then SBF is a conman, so I really don't think "It's what SBF would have wanted" is a very good justification for any of this!

And CEA/EVF wants to keep the money that was probably stolen from FTX customers because....why, exactly? What's the ethical justification here?

You might want to try tracking down the people who participated in the FTX EA fellowship program, FTX advertised it in 2021 here:

https://forum.effectivealtruism.org/posts/sdjcH7KAxgB328RAb/ftx-ea-fellowships/