Based on comments made by the team in the past, the belief they aren't in the game because they caused anxiety is false. They said they just haven't added them yet, but that doesn't mean they won't at some point.
I don't miss burglars because I have them in my game, thanks to Carl's Gameplay Overhaul mod. That said, I didn't really miss them before he added them to that mod. I find them rather annoying, pretty much on the same level as the Sharing is Caring NAP. But I do like beating them up when they show up due to Carl's mod...so that's a plus.