Actually, I think it's rather touching and sad, and I can well imagine a woman who had just lost the baby she's carried for nine months wanting some memorial to keep, perhaps the only tangible memory of their lost child they'll ever have. (My own parents lost their first child within days of him being born, and have kept the pair of baby shoes he wore (which all of his future siblings wore, however briefly) and had them bronzed. It's all they really had to remember him by, since photos weren't offered as an option back then)
They don't take pictures on the autopsy slab, IIRC the baby is posed as if s/he were simply asleep, sometimes in the mothers arms.