Nobody has robbed a bitcoin exchange yet, I assume they have insurance since most are not in secure offices.
they operate only online i think, they have not a real physical place, like bank has, their cold storage, are probably well hidden somewhere underground and in a different location( in the case they have some small office)
but they are still targeted by hackers , which is vastly worse, then a real thief
Not all hackers are bad.
Simply put, if something is stolen that doesn't rightfully belong to a person they're still a thief. I have no idea what your idea of a 'real' and 'fake' thief is - but it's false. I remember a year or two ago a person was selling Bitcoin in person. Supposedly they went to a crowded place and people tried to steal their Bitcoins by stealing their phone. They tried to use the crowd to confuse the victim, and used some type of gas canister as well. They didn't get the phone but took off when people tried to help.
This has also happened several other times in the past. I remember there was also a comic on this matter.