It can happen, but it won't happen if you have a housecarl (or wife, not sure about that) guarding it.
has anyone got videos or screenshots proving this to be the case?
You see thieves at night wondering the cities after doing the thieves guild quest line. All they do is sneaking around until caught by guards or by the hostile population. (A battle ensues afterwards and usually the thief is murdered with no trial). The only way an uninvited guest enters a house is when the player load a cell with a NPC talking but it exits soon afterwards.
This is what I understand to be the case, however there are too many reports of house robberies to simply dismiss it.