I've had bikes stolen from me. I know lots of people who have had bikes stolen from them. I have never heard of anyone who had a bike stolen and the gotten it back. Do such things happen in the real world?
Sometimes, but mainly when the bike is recognizable and the owner is well known in a cycling community. More than a few times I've seen stolen bikes show up to the park or the race track.
More often than not, they're gone. This is why I ride beaters on my commute or to the store. The good bikes in my fleet never leave my sight when they're off my property.
I agree, they nearly never come back. When my bike is out of the house, it stays within a few feet of me. This means it goes in to the grocery store or restaurant with me. People stare, but that's a much smaller price than a bike.