People keep stealing my money! How can they do that?
If you keep getting large amounts of money stolen, your real problem is that you haven't learned to use banks. They're there for a reason.
Addressing the other common question along these lines, how it is that people can steal your money, the answer is that they have the Thievery power, and you, presumably, do not. You can get the power if you can find a guild willing to teach you.