According to the official guide, Power Armor can actually be stolen if you leave the Fusion Core in it when you're not using it. Considering that someone here on the forums was wondering what happened when their Power Armor wandered off, I'm inclined to believe this. So if you plan on having Power Armor around your home base, pull the Fusion Core when you aren't using it, or you might come back to find it's wandered off.

Another helpful tip is that fusion cores sell at the same value despite how much energy it has left. So it'd be in your best interests to pop one out right before it runs out and cashing it in for some caps (info was found on a ShoddyCast video, btw).