Is there any way to protect against theft by kleptos?

No worries @Sineea just check your family inventory and you will find all the stolen items there. Apparently, the klepto gets conscience and sends back the items in the mail or something lol. My sim's art shop used to get hit too and I was about to do something drastic to the offenders but when I went into build mode to start my plan I happened to see all my lost paintings in the household inventory so the kleptos were spared.