It's a low power device. They'd press charges if they caught you (to discourage other people doing the same thing), but it's not worth sending out counter-surveillance operatives to trace the device, then calling out a couple of linesmen to take it down simply to save power. A 60 watt device (my laptop running at full power) costs ~$70 a year. A Raspberry Pi, even with a reasonable Wifi transmitter, costs far less. And I bet the cost of power at a distribution line is less than what a consumer pays for power in their home.

As someone who lives in a society enabled by cheap, centrally generated electric power, I'd actually kind of hope the power company would seven-figures go after somebody who steals it from their distribution network, even if it's just somebody who wants to watch Game of Thrones without HBO.