Bitcoin transactions can only be started using your private key. If you have the private key, you can transfer bitcoins from one address to another. It doesn't matter if your internet is on or off, if you have the private key you can even move bitcoins without having direct access to the internet.
Your bitcoins are literally on the blockchain. Your computer has the private key to move them. Recently someone posted a good analogy:
Imagine there are a group of lockers in a public place. Each locker has the following:
A lock that requires a key
A window to see inside
A slot that money can be put in
An identifying number
Thefts happend because of these reasons:
Keylogger / Virus / Spyware from plugin, altcoin etc
Sending to a website (bitcoin transactions are not reversable)
Sending to a scammer (fake payment sites and fake investment sites)
Leaking of private key
Hacked exchange
Hacked online bitcoin wallet
I recommend using a sd, cd, paper wallet or hardware wallet. A computer has so muchsoftware running on it that every program you install either knowingly or unknowingly could be dangerous.
but someone can physically take your bitcoins either taking you wallet.dat file, or exporting private keys or other way