From what I’d read a particular Catholic Parish had claimed it was stolen under the theory that any consecrated host is the property of the Catholic Church or is some sort of sacred treasure/good that must by its nature be the property Catholics or the Catholic church. Sounded like a stretch, they never seemed to claim it was actively stolen from any particular Church. Their goal seemed to be to halt the Black Mass and prosecute the Satanist planning it. For the Satanists’ part they claimed it was an intact, consecrated host provided by an amenable clergyman. They didn’t specify where it came from or really even the denomination. Though pocketing some Eucharist during service is something of a classic way of getting a hold of something formally blessed. Otherwise you can order thousands of the things online (unblessed). The issue is with Catholic style liturgy there are 2 kinds of host used. A large more ceremonial wafer actively handled/held up by the priest and broken into pieces to be distributed, and the smaller diameter hosts handed out to much of the congregation (simply because there needs to be enough to go around). If you pocket something during communion you’ll only be able to get one of the smaller wafers or a piece of the large display wafer. These guys seemed to indicate they had an intact, large, ceremonial wafer that had been consecrated. You’d basically have to jump the priest in the middle of the ritual to get that out of mass in one piece. Beyond that I’m not aware of any case where just pocketing the freely handed out host during service has been legally considered or prosecuted as theft in the US. At least recently you’d probably find something if you dug around through history enough.
In terms of the Black Mass its basically just a parody of the Catholic Mass (often including the use of Latin). Though its center is usually an inversion of the communion ritual built around the desecration of the host. But where confirmable history/tradition of the thing exists the intent is most often protest against The Roman Catholic Church specifically, and Christians more generally. There isn’t really a formal guideline for the thing, or even a solid historical basis for any of it. At no point is a real host wafer required, nor does it necessarily need to be consecrated. But you’re right the added offense/gravity afforded by the real deal tends to give a Black Mass a lot more visibility and effect. So there’s a definite trend that a proper Black Mass needs to have that large, consecrated, ceremonial wafer as opposed to one of the other options. So when you see these stories hit the news (happens every few years here), it often turns out that the “intact, consecrated host” they’re referring to is either a mail order one, a small one smuggled from a church, or something provided by another denomination for funsies. Although IIRC correctly there is some scattered historical tradition of Catholic Clergy providing hosts, venues, or even running Black Masses as (again) a protest, and to show their disgust with the Vatican. Rumor indicates that’s where some the hosts for modern desecration based protests come from, and it wouldn’t actually surprise me.