That does sound rather worrying. The good news is that those sensors only have a range of about 35ft tops, so it's more likely that one of your neighbors stole your wheel, put a new tire on it, and are now using it on their car.
Any similarly-wheeled vehicles nearby?
Yeah but when the battery dies, the light on the dash stays on. It only turns off if it has a signal from the sensors that it's programmed to look for and they all read proper pressure.