I, too believed that our 2004 MacLaren Twin Traveller stroller would NEVER get stolen. We'd been to the parks many, many times w/o incident until it happened to us this past Labor Day weekend. Bummer...
In answer to the OP's question, odds are in your favor that your stroller will NOT get stolen, but of course, it can happen. Like Robinb said in her post, if you're nervous about it, secure it. We lock our new Mac TT now. I don't want to go shopping for new stroller anymore, LOL!