Hate to say it but I think pet/animal theft is one of the most common out there. People steal all kinds of regular pets all the time and the only time it's noticed is if it's a pet store or such that caught the theif on tape or the owner actually witnessed the theft. People just think their pet wandered off or something so it is almost never reported.
A guy I worked with a few years ago had their family dog stolen by some little kids down the street. They figured it out after a month or so and spent a week trying to work it out with the neighbors directly. The kid's mom either didn't notice the dog or didn't care that it was stolen. He finally got the dog back by calling the cops on her. They didn't file charges but the kids got a stern talking to, the mom got a lecture on responsibility for her kids. The dog immediatly was scheduled for a bath and clip at the vet. It was a maltise or malti-poo if I remember right and came back filthy and matted.
The only weird part of Minnie's story is that they returned her. That makes me think it was kids or teens or just someone that's not mentally mature. They see a beautiful bird that they want for whatever purpose (eggs, prank, whatever) and then when she's not pretty anymore (finally recognizing maybe that they've done something wrong care wise?) they bring her back just hoping that returning her cosmically fixes everything.
Just my theory. The locks are definantly a good idea.