These signs are actually a common (though they don't often mention ski masks).
They can be seen a lot at banks, where there will often be a sign saying 'remove hats and sunglasses'.
This is so that the workers there can know for sure there is a problem the moment somebody comes in who is taking precautions against security cameras.
You can do many things for theft prevention. I believe that prevention is the best way to improve your safety. It used to be that the family security cameras is expensive, which is why many people never get them.