With the exception of pieces that are considered belonging to the crown Elizabeth II could have left pieces to various members of the family. In the three years since her death we have not seen any of the grander pieces being left to someone other than the new King. So it seems she chose to keep the jewels together as Dmitry and Nellie have stated.
It looks like they have found a version of the foundations in existence in Sweden, Denmark or the Netherlands and now manage to keep the jewels together and available for Royal duty without the risk of the pieces being sold in time.