This isn't explicitly stated in the game, of course, but the idea was that he was robbed and killed by CT on his way from the temple to the boat to Almas Thirr, so he had the money on him at that time.

But I see your point. Maybe we could put a discarded sack with some clothes, a few coins and, let's say, an expensive ring, somewhere around the temple (or somewhat close to Gnaeus' body in the sewers)? CT would have stolen most of his money, but they could have been in a hurry and missed a few trinkets.