Yes, that is the case. During the 1970s and 80s these plastic crates were regularly pilfered because of their solid construction and light weight. Today manufacturers have copied these designs and they're sold in stores as consumer goods.

Some states have similar laws for shopping carts, possession is illegal.

I don't feel like this is a history question at all. Really a cursory google could answer this:

Theft of milk crates, as it turns out, is an issue taken very, very seriously by the dairy industry. The International Dairy Foods Association (IDFA), which runs a whole website devoted to public education on the issues of milk crate misuse, estimates that dairy companies lose 20 million milk crates a year to theft. At about $4 per crate, that’s an $80 million loss per year. That represents just a fraction of a percent of gross national fluid milk sales — in excess of $20 billion in 2012 — but dairy profit margins aren’t huge, and $80 million is $80 million.

http://modernfarmer.com/2013/08/illegal-use-milk-crates-anything-besides-milk/

Also: http://www.nytimes.com/1989/11/05/nyregion/return-crates-milk-industry-says.html

Think about it, they are a great size, and incredibly sturdy therefore they are desirable. The practice in the industry is to place the empty ones outside so the worker can take them with them.

I've acquired a few myself.

hi! could you specify which country you're referring to? thanks!