That's just not true. There are a host of technologies designed to prevent a captured bomb ever being used, and I presume an entire department at the DoE dedicated to them. The very structure of a modern bomb makes use by thieves impractical. (Misuse by US forces is a different matter.)
(1) Bombs do not have hollywood-style timers. You cannot just cross a few wires. Getting a modern fusion device to properly explode requires the participation of a great many systems. For example, a warhead meant for a missile has safety triggers looking for flight path and altitude. Faking something like 200 seconds of zero-G flight while in vacuum isn't easy. Bypassing the sensors isn't easy. Detonating the explosives yourself, bypassing the electronics altogether, will not create a nuclear explosion. You have to know how to time everything very precisely. Doing that without the bomb's willing participation is practically impossible. The necessary equipment to launch the device in a manner that will result in a nuclear explosion doesn't travel with the bomb anywhere except while deployed.
(2) There isn't much nuclear material in a modern fusion bomb. This isn't a blob of enriched uranium like seen in WWII bombs. This is a very thin and hollow sphere of uranium packed with hydrogen and other harmless elements. You could grind up that sphere to make a "dirty" bomb but even then there is very little material. You won't be killing millions. For the effort, a terror group could do far more damage with weapons bought legally at any wallmart.
(3) Bombs in transit (ie off-base) are packed in tech meant to prevent misuse. Just cracking open the crate will probably trigger a device to blank the circuitry’s internal memory, making proper detonation impossible. (I've read about such system on non-nuclear missile systems and presume they are also used with nukes).