The FBI was somehow able to get DPR's private keys for at least part of his stash. The FBI moved these coins to an address they control with a series of 324BTC transfers (324 = FBI on telephone keypad). So they already have the private keys needed to auction the coins off.
Why would they do it that piecewise, rather than all at once?
Two reasons:
1. Fanfare (324 = FBI)
2. It is more secure to do it this way (and this shows that the FBI had a competent bitcoin consultant helping them). Say the FBI sent 40,000 BTC to an address that they control with a single transaction. This means that a single 40,000 BTC coin is sitting in the FBI's new address. Now imagine they want to move 10 BTC to a different address. Well, they will have to "spend" the *entire* 40,000 BTC coin, send 10 BTC to where they want, and issue the remaining 39,990 BTC back to their own address or to a new change address. What this means is that in the *extremely unlikely* event that something goes terribly wrong on this 10 BTC transfer, they could potentially lose 40,000 BTC, not just the 10 BTC they were trying to spend.
If your address contains a bunch of smaller coins, the most you could lose to some *extremely unlikely* "bit flip" or other error, would be the full value of the coin you used as the input to the transaction. For this reason, I always transfer coins to paper wallets with a series of smaller transactions rather than a single large transaction.
