Never thought about that, but my guess would be that removing the nose is the easiest way to access the valuable items of the avionics, e.g. radar stuff...
The nose is very easy to replace and I guess that's why they take it off parked or stored airplanes.
You can see an example of Thomas Cook's TCC flying around with a nose that's not really his, after his own nose got damaged.
The nose cone is the most changed part in an airplane because as it is made out of lightweight composites, it cannot be repaired if it gets a bump in it, and it has to be in perfect conditions so that it does not impair the radar .