Obviously, nobody steals things while the train is in motion. They wait until the train is about to leave the station, snatch a phone or handbag and jump out just as the door is closing. The train leaves, the thief blends in with other passenger leaving the station, and by the time news of the theft has made it from the passengers to the driver to the station staff the thief is long gone.
Of course people drive around $6,000+ cars all the time, so....