1) Libraries used to manipulate images tend not to break EXIF data, and many site do not use any encoding at all.
2) Seriously, do you think that a common thief cares about EXIF, let alone know?
3) I have not seen a camera which does not write EXIF -- more probable problem is that it does not write camera serial number.
4) What is the difference? You have similarly small chance of retrieving it, no matter whose possession it is in at the moment.