Edit: I don't understand your seeming disbelief. You had a dynamo light stolen off your bike, and you think a battery light with a quick release doesn't need to be removed when locking your bike up?

You're the first person I've heard of who's had a dynamo light stolen. It's certainly not impossible, and I know some more recent dynamo lights come with special screw heads to make it even more difficult. Unfortunately, at a certain point almost anything can be stolen off your bike - your derailler, handlebars, etc, are all just held on by screws.

I can see a point that if you're leaving your bike locked up outside in a super sketchy neighborhood at night, maybe you need the ability to remove the light, which most dynamo lights usually don't have. Personally I'm able to just never leave my bike locked up anywhere like that, but it's not always an option for everyone.