They are a reality already. Several are available already.we have seen multiple of those here on Steemhunt and I even hunted the auto-following bot for the German postal company.
As for security, yes grabbing them is an issue but you would also expect them to have solid smartlocks.
You and @elleok are right though, but that's a good thing because it will result in new implementations such as loud alarms when travel too far from sensor it follows.