Sensible by what standard? Most players a walking death machines who kill people for looking at them funny. I very much doubt any sensible, let alone successful, thieves guild would want to get on the 'to do' list of TES' most proficient mass-murderer.
Your logic seems terribly flawed to me. For starters, your character does this all the time. It's arrogant to assume that every other NPC in the game is completely lacking in ambition. Second, it wouldn't take much to break into your home and steal your stuff when you're not there. Where's the threat? You don't even know who did it. Third, your first real mission for the TG involves performing a task far more challenging than breaking into an unguarded home, so obviously they're up for it. Etc.
I understand why some of you would like this, but I prefer Bethesda would not implement any of your suggestions bar the possibility of building your self a fortress somewhere, I really liked that in Morrowind. People pickpocketing you and breaking into your house might sound fun, until they steal your nice Daedric artefact and you never see it again...
That's the only reason to implement it. So yeah, I would like that. It gives me a reason to go out and find something better. I don't just spout this stuff off the top of my head. I've actually thought about it.
I'm pretty much against any ideas from the "It's so terrible, I have all this money and can't SPEND it on anything!" crowd, that would adversely effect all of the people who either don't care about having too much, or don't end up having too much.
i.e, all these ideas of forced gold sinks/etc (taxes on basic game features like houses, being robbed, being forced to use expensive services or skills to be able to survive, removing most of the loot in the game, etc) might be great for you, but they would ruin the game for a great many other people. Come up with optional ideas, and I might be for them. Ideas that change the style and experience of the game for most everyone? Nah.
I'm not part of that crowd. My main character is level 28 and has 1000 gold. I spend it like there's no tomorrow. I just want the added challenge and interest that a more realistic world brings. Of course I wouldn't want people who don't enjoy things like theft and taxes to ruin their game. I'm perfectly content to mod it in, but I'd love to have these things included as options for 'hard-core mode'.