IF YOUR HOUSE IS MOBILE, THERE IS A RISK THAT IT WILL GET STOLEN

To be more specific, if you build a tiny house that’s on wheels and has a trailer hitch (in other words, it’s a trailer), then you had better make sure that it is secured, so thieves can’t just hitch it up to their vehicle and haul it away.  Seems pretty self-evident to me.  
Of course, if your tiny house is parked on land that you own, the obvious solution is to make it so that it’s no longer mobile, by taking the wheels off.  With old-fashioned mobile homes, you would take the wheels off, then tie it down to  anchors that are permanently set in the ground.  That’s called an “affixed” mobile home.  
If your tiny house is on land that someone else owns (with their permission of course) you may not want to anchor it to the ground or take the wheels off, but there are other ways you can make sure it stays put.