The judicious application of tape would probably make ti more trouble to snatch than it's worth. The people doing this probably do so because it can be done quickly. If they have to spend a minute trying to get through the tape they'll be to afraid of being caught in the act to try.
White electrician's tape would probably be the least conspicuous.
Another possibility is to simply put a box over the outlet, using either the screws in the outlet itself, or neatly mounting some screws around the outlet. Again, not perfect, but requiring time, effort, and increased chances of getting caught. It should discourage casual thieves.
You could probably find something about the right size in an electrical store, or perhaps a electronics hobby store. Or maybe you can modify one of those secure key boxes.
Of course, somebody probably makes things like this, ready to install. But I've never run across it.