No, it's actually a case of normal functionality. As soon as an artifact that can be stolen is made in the fortress a telepathic message spreads over the world and the villains claim that artifact from afar (on artifact I looked at in legends mode had about two claims per month for the half year or so from its creation to the legends mode export).
Questers will look for both your artifact and those created elsewhere, and when they know of the presence of the item thought from you loose lipped morons (often before they, themselves, have revealed why they're visiting the fortress), different things can happen:
- They can depart without incident.
- One of their party (or horde, at times: I've had 63 or so in a fortress with a visitor cap of 50, even after that bug was supposedly fixed) leaves the fortress but then returns sneaking, trying to steal the item (which probably only works if the item is something a visitor/invader has dropped on the surface, and it's still there). When discovered, the quester will either flee, or attack. Once the quester is engaged (regardless of whether fleeing or attacking) his buddies in the fortress will become hiddenly hostile, with some actually attacking while looking at them claims they're socializing, running about in panic because of all the "hostile" locals, or pretend to socialize/pray/etc. while the civilians run around in panic due to the hostile questers. Note that there is no indication whatsoever of the questers being hostile: you only guides are their actions and the vague reports of your panicked dorfs (like "the human swordman" with 10 unrelated visiting human swordmen in the tavern). On top of that you can get loyalty cascades involving visitors who are not actually part of the quester group, and residents/citizens that take the side of the criminals.
Once an artifact has been located, a quester group can be send to request it, with a rejection resulting in the same alternatives as above, and giving the item away is decidedly lackluster. With 0.47.X villains can also plot to get the items through theft, but I won't cover that.