Won't / Can't happen. Maemo is a distribution of Linux, there is no murky closed "core" of the device, it's simply a system comprising the kernel and applications running on top of that. Regardless of whether such a security application were distributed with the OS image (which Nokia will have no inclination to do) the result will still be an application which can be terminated/removed.

There are various ways of making doing so harder, but anything remotely effective would require a total rewrite of Maemo's (not-very-extensive) security policy to, for a start, provide some method of making root harder to obtain (which currently anyone with physical access to the device can get). Even if a hypothetical piece of software existed that you couldn't shut off, you could still tivially stop it actually communicating with the outside world via iptables. Alternatively, just disable the device's wlan and gps drivers - Then, regardless of GSM data capability, the device won't (and can't) know where it is.

Essentially what it boils down to is that making the application unstoppable when in the hands of a thief is flat out not possible, it's simply down to degrees of difficulty (how knowledgable the thief is about the device and how much time they want to invest in disabling any tracking capability it contains), for which under practically any use case, smscon or similar is fine.