In particular, if you were going to try to steal power from HDVC transmission lines you'd need one cable attached to current going in 1 direction and the other attached to current flowing in the opposite direction. So this would create a branch current and if there are meters measuring the current flow, the utility companies could detect an unexpected drop in current and locate where it is coming from.
No, using DC rather than AC doesn't make power loss any easier to detect.
But it does make theft much harder to begin with. With an AC transmission line, most forms of theft rely on the AC magnetic and or electric fields radiated by the lines — i.e., there is no direct connection to the line at all.
With a DC line, there is no radiation of that type, other than any noise generated by the power converters at each end, and the random current variations caused by customers switching loads on and off.