Oh, you could definitely rig something up if you wanted.
I'm thinking you could cut a small section out of the pole somehow where the dish slips over it - just a small section that allows you to put a micro switch in.
Then use the micro switch as normally closed, so when the dish is removed from the pole, the power passes through and triggers an alarm.
I've actually wired this exact setup in a different scenario. A few years ago, some kids took a 100+ pound homegrown pumpkin from our porch and smashed it. So I took an old alarm speaker from ADT or whatever that I had laying around. When 12V is applied to it, it wails at 120 dB...enough to wake everyone on the street. I got a 12V wall wart and wired it through a bunch of micro switches, wired in parallel, and placed the pumpkins on the micro switches. When a pumpkin is removed, plug your ears! The wiring is pretty well hidden so I'd doubt anyone would see it or think of cutting it, but I've also thought of hooking up a relay so that the microswitches are actually used normally open - thus if someone cuts the wires, it'll sound the alarm too.
Anyway, I'm thinking you cut a small section out of the pole and attach a micro switch from the inside, or somehow attach it so that it's pressed down by the dish. Then, run the wire down the pole and out the bottom into the ground. Trench it a little ways to the house or a tree and attach it to an alarm speaker. Then when the switch is not depressed, the alarm will sound, and scare the daylights out of an unsuspecting thief.