My first instinct was to laugh... But seriously -this sort of behavious jeopardizes the availability of lenses for handling at trade shows and should be deplored.
The possibility somebody will steal a lens means that the lenses must be watched; if you don't allow lenses to be played with you might as well fold up the trade show and forget about it.
To me, this possibly signals a key difference in the atmosphere and intention of CES and photographer shows - CES is more about "look at our locked-down demo" (E3 is especially guilty of this, you just walk into a theater and watch a canned demo reel in many cases, and hope the final project will look vaguely like what you're seeing onscreen!) and photography shows are more about actually being able to look and use.
It's not that the CES crowd is worse, but they probably are more repressed due to the increased number of canned demos, and the necessary diversity of types of technology around means that it is probably also harder for an attendee to judge whether another attendee's behavior is appropriate.
Now that's out of the way, Sigma state that there were two pre-production lenses in existence; which mount was the one that was stolen? If it was Sigma SA mount, then it shouldn't be too hard to find the culprit; I would get the police to interview both suspects.
They do not draw up a list of the last people to handle the lenses at a busy trade show. They will have to rely on security camera footage, if it exists, and this is why the booth staff and other attendees ought to watch what everybody else is doing. Hopefully the time of the next CES or PMA people will be more attentive to sneaky thievery.