I imagine it happens. I remember a kidnapping of a wealthy young inheritor in Finland ten years ago... But that crime got so much attention because it was so unique.
Anyway, isn’t it much easier for criminals to pick a target by simply going into a wealthy neighborhood? The American rich are much more segregated than their Scandinavian counterparts. That’s a more obvious target on their back than having tax data available on request.
The ultrawealthy are certainly more segregated, but for upper-middle-class it's not unusual to see a factor of 10x difference in household income in the same neighborhood (e.g. $25-30k per year for a single parent or retiree vs $250-$300k per year total for two married professionals).
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For some data, you can look at primary school districts (which are almost always geographically assigned in the US, and are usually much smaller than secondary school districts). They tend to have statistics on percentage of students that qualify for government subsidized meal programs, which is a good proxy for poverty. I'm well above this line, but have lived in districts where the numbers were as high as 91% and as low as 5%.
Anyway, isn’t it much easier for criminals to pick a target by simply going into a wealthy neighborhood? The American rich are much more segregated than their Scandinavian counterparts. That’s a more obvious target on their back than having tax data available on request.