Actually, museums can house many of them. In most museums, only part of collections can be displayed, but there's always a possibility of rotation.
An average city zoo won't overload an average museum with dead animals. Don't be sarcastic.
In the past century, the same Central Park Zoo had a small museum inside, which is closed now.
It's completely clear that zoos are the only source of finest, fresh, undamaged specimens of endangered species. We consider not only adults, but young & newborn animals (that can't be harvested in the wild, even in game species). If used wisely, those animals would became something more than ashes. And even a more common species, say, grizzly bear, can make a fantastic display.
The death of Gus was a planned event, an euthanazia. His diagnosis was quite clear.
It's not a sudden death (like that of Knut), where a complete and more invasive autopsy could be required - but Knut was preserved, despite controversy among the fans, and now resides at the museum.