Well, people do steal pets even outside of this place. They steal all kinds of things. Money, belongings, vehicles... Pokémon are plentiful, but it takes work for them to become powerhouses.

[His expression darkens.]

And let's face it. A super powered dragon that spews flames and creates earthquakes is a pretty valuable weapon, just to name one example. I can see crooks like Team Rocket stealing because it's easier than training them themselves.