In a market perspective, the consequences of such stealing of Segwit outputs would be like what happened to the ethereum blockchain. Ethereum forked after the DAO hack, rolling back and thus, having the shortest blockchain at that point. The original one (that is, the one retaining the original chain after the DAO hack) was hence called "ethereum classic". However, both investors and miners flocked to the forked chain, and it gained more hashrate, surpassing the classic chain both in value and power. It also retained its original name.

So, what would happen, in a market perspective, is that both chains would start with the same value, but the one forked by Core (technically, Core would have to rollback, to reverse the stealing of Segwit outputs, thus forking like ethereum did) would receive more value, even if dont go straight to a PoS model at first.

We need to weigh down human behaviour on this event. Investors dont have a clue about immutability in the protocol, they dont even know how the protocol works, so they would mistrust the miners, and in such a way that it would put the PoW model into question. It could even affect the altcoin market, with several coins switching to a PoS model. Notice that, right now, ethereum is going to a hybrid between PoS and PoW, and this give a clue of what would happen to bitcoin in case of this attack.

The PoS model would also attract institutional money. Banks gained power through stacking in the debt-based fiat system. They dont like bitcoin because they dont have more power than the miners over it. The miners would lose their power if they steal the Segwit outputs, and ultimately, the theft would be reversed, like it happened with ethereum. So, I believe this wont happen at all, unless the miners want to consciously end their business. If the electrical companies benefit from mining, I dont see why this should happen.

But in case it happens, it would be better to have most of your output in legacy addresses, as this would maximize the airdrop. People who only hold in Segwit adresses would not receive coins from the miners chain, as their coins would be the ones stolen on that chain.