Without a proper down stream sensor temp you'll get a check engine light on the dash, engine efficiency will be effected and if you live somewhere that does smog checks or even general yearly inspections the coach may/will fail due to the missing converter.
Not much you can do but keep your insurance comprehensive coverage active even when the coach is in winter storage or find a more secure storage facility. Be happy they weren't interesting in the inside of the coach or the storage compartments. That can get REAL expensive.