Why steal a propane tank?

We've had our propane tank under our grill stolen a couple of times already this year. Obviously, we are a target, but why in the heck would you steal a propane tank? They are relatively inexpensive. This all they want too, we have a garage full of other personal items that I feel would be worth stealing...golf clubs, TVs, tools, etc. Any thoughts? What should we do to deter these criminals from coming back? We have motion detectors lights, but that isn't keeping them away.