Yes, that little sticker IS a theft prevention device, that is the thing that will set off the alarm if you try to walk out of the store without paying for your book.

It's not in EVERY book Barnes & Noble sells in their stores, but it does seem to show up in about one in three books.

It's placed on a random inside page so that potential thieves can't easily find and surreptitiously remove it.

... because yes, it IS easy to remove without damaging the paper, even from an interior page.

I haven't bought a collected edition from a Barnes & Noble store in about 3 years, but I have seen them in a few "real" books I've purchased there.

And finally, I have bought about 21 books from Barnes & Noble online during their current Buy-2-Get-1-Free sale and so far not one of them has had one of these that I can tell. However, I haven't diligently gone over every page in each book purchased, so it is possible I'll find one when I get around to reading a particular book.