people are gonna steal or destroy them...
Problem is that this would be a huge felony. Its being regulated by the FAA and would be treated like a plane of some sorts. So shooting one down or stealing it would land you in major trouble(like shooting at a plane trouble). Also those things will most likely have trackers and camera's sending constant feed back to the fulfillment center. So chances are you will get caught if you grab the thing.
Also the only time they would go to grabbing range would be at a persons house and were there for the few seconds its actually on land. So if the person at that house stole it then they would easily get caught. So for people who don't live there to steal it they would have to go onto someones property and hang out there until it lands, this also being that they know its coming which would be unlikely.
Also from what I heard they would only be doing this is good neighborhoods (low crime rate). So all in all I think the risk is very minimal.