The reason locks of hair from the dead are kept, is that it used to be very common to keep locks of hair from the living. For example, hair from baby’s first haircut, or a chunk of hair from the man or woman you loved who was going away. They were intimate gifts, but it was not a body part.
But locks of hair could be taken too far. Victorians made mourning jewelry out of the hair of the dead. So yeah, nobody is worried by a locket containing hair, or a tress folded up in paper, but rings or bracelets braided out of dead hair are a little creepy though within church law.
The fingerprint is a nice idea. (Unless you are a thief using it for fingerprint recognition… Or you are framing the dead for your own crimes in a mystery show…)