Self driving cars aren't fully autonomous yet. They occasionally require human intervention to make decisions, which I would guess makes it difficult to steal these cars without being detected. They're constantly cloud connected and so they know where the car is at all times. I imagine these factors may deter theft of self driving cars for a while longer.
Repossessing a self driving car, on the other hand...
The plan when having a self driving car help you steal it would not be to have it self-drive from the owner's home in, say, San Francisco, to a chop shop in Tijuana where you gang awaits, thus requiring it to make a long trip without human intervention.
It would be have it self-drive from the owner's home to someplace nearby not associated with the the thieves to get it out of sight from the owner's security cameras and whatever other security cameras in the neighborhood might be watching where the gang can disable the cloud connection and then transport it by truck or driving it in manual mode to their chop shop.
Repossessing a self driving car, on the other hand...