Its too bad that nobody turned it in, but we all know that there are less than honest people out there. Always have been, always will be. You can't let that cloud your view of most of mankind.
Regarding Disney being able to "shut down" that Pal Mickey, I don't think they can. Its true that he is "activated" by signals in the parks, but he also talks whenever you squeeze his hand or tummy, including when you are at home, so I don't think Disney could stop that. Even if they could, a dishonest person would still be happy to have a 10 1/2 inch plush non-talking Mickey.
The string (or something similar) is actually a good idea. We had a close call when my son left Mickey behind in a store on Main Street, but fortunately we noticed a few minutes later and Mickey was still there.