When I read "small sauce bottle" I was thinking of the <1 oz bottles only good for a single serving like travel sized.
In this case it's probably because the sauce is not readily available, and the combination of exclusivity and rising food costs attract more entitled customers. That single chicken piece appears to be $25 according to Yelp.
people will steal everything. I read a story a few years ago about the popular tiny little libraries located on the street fronts. Someone liked that people were taking their books, then they decided to put unless books in there and they also disappeared.