How do anti theft apps deal with the thief simply turning off phones?

https://bestidtheftcompanys.com/2014/top-20-free-apps-to-protect-your-android-device/ There are so many anti theft apps and devices out there, however, all of them can be defeated by a simple trick—just turn off the phone. Any apps that make the phone scream when stolen will just be silent. How do anti theft apps work with turning off phones? Do they make the phone scream when being turned off while being locked?