Bitfinex is offering a 5% reward for each coin anyone can return to it. Any exchange sent stolen coins can claim 5% of them and return the rest to bitfinex. Dong that would pay them more money than they would get if they let the hacker withdraw or trade any coins he deposited to an exchange. All those exchanges will probably opt to claim the 5% reward because of the financial incentive.
There is not only the economic incentives that likely for an exchange are not very large compared to an individual. Think of it however as a collegiality and solidarity. If you were one of the shareholders of another exchange I believe that you would like the same way others to do for you, don't you? In these circumstances there is no the competition issue but anyone accepts or receives stolen goods then is called conspirator or fence and this action is a criminal offence punishable by the law in any country of the world.