Gold can be stolen by just taking it. For bitcoin to be stolen the private key needs to be revealed, which is much harder to do.
If every Bitcoin user was a computer expert and if Bitcoin client software was flawless that would be the case, but it isn't.
Violence and greed have existed long before people started using precious metals.
But it requires more effort to hack into a PC than to pickpocket somebody.
The pickpocketers have lower IQ than PC hackers, thus since high IQ is rare, if everybody would use bitcoin, the amount of thefts would be much much rarer than with physical money.