Keeping them in a closed and isolated environment is fine theoretically, but there's still no telling what the long term effects will be.
Just look at what happened to Australias ranbbits
A guy got a bunch of rabbits, and put them on his farm so that he could have something to hunt.
The rabbits got out, and now rabbits are a major pest in Australia.
A wooly mammoth is a bit larger than a rabbit, and probably easier to keep track of, and I doubt they'll repeat the mistake of just letting them out, but you still have to be careful when carrying these things out.
re-introducing extinct species is a terrible idea.
No matter how smart you think you are, there is no way for you to predict what will happen, there are simply too many variables, too many different scenarios, too many possibilities that could change the outcome.
If they want to clone individuals for study, then that's fine.