mattnewport comments on Beware Trivial Inconveniences - Less Wrong
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This is not quite the same. It's more like the joke about the hikers running from the bear: the first hiker shouts "we can't outrun a bear!", the second hiker shouts back: "I know, but I can outrun you!". Opportunist thieves will look for an easier target down the street, not give up and go home.
It's not exactly the same as the other ones Yvain mentioned, but the mechanics of the situation - raising the 'price of admission' so that the vast majority of people are tipped in a certain direction, ie: not robbing your house - are similar enough that the same forces are probably at work.