A serious crime indeed, and there are ways of dealing with it.
I'm sure a lot of small thefts go unreported because people know there's nothing the police can or will do, personally I think even very minor thefts should be reported so that the police have a better idea of the level of crime in the area. Having your house broken into is not a nice thing to happen and the burglary, even though it was many years ago, has affected my view of home security and whenever I go out I check to make sure all the doors and windows are closed and locked and set the alarm system, I even set the system when I go to bed at night (it's got a special nighttime setting that deactivates the upstairs sensors). Like you my biggest worry is that someone would break in while I was there.