Random NPC's stealing things from you or your house is somewhat annoying, but in limited uses it could be okay as long as you make sure the player knows what's happened - and ideally, you get a lead or quest to track them down. Some kind of note (thanks for your stuff - Cecil -> New Quest: Find Cecil and get your stuff back.)
The Divine Divinity example above is a good, uh... example. Quests where you get robbed of a specific item as part of a plot are also okay.
Things disappearing from your house/inventory at random with no warning, that's the kind of thing that could easily be confused with a bug, and it will certainly irritate a good number of people.
