Whoever is stealing them should consider that these are bluetooth devices with a unique MAC address and when paired with the iPad Pro are capable of 'phoning home' to report their location. Fortunately for the thieves, Apple are big on privacy and are unlikely to track the Pencils but they could very easily disable stolen Pencils remotely without violating privacy.
So my advice to anyone buying a Pencil is to ensure you get it in original packaging and ideally from a reputable source.
Personally I like the fact that Apple are so trusting and don't have security cables on the accessories or ugly plastic security boxes wrapped round their hard drives etc like you see in the likes of PC World. I'd hate to see that change.