Unfortunately, stealing dogs is pretty common. In Calvert, we have a problem with it. My dogs are NEVER tied and they are NEVER outside unless we are home to check on them. My yard is fenced.
Sorry you lost your dog but I don't recommend chaining at all, doesn't matter the weather. My daughter lost a pup that way..she chained him for just a few minutes (they were waiting on fence installation). Larger dog running loose came into her yard and killed the pup..in seconds.
I don't recommend leaving them alone in a yard without supervision (owner home) either. It has nothing to do with the dogs really, more that you can't trust people.