so if some bad dudes were to "capture" the plane, kill the crew/passengers (maybe by this altitude thing Jake proposed), to use it later for some nefarious purpose, wouldn't people be able to track the plane when it's airborne again and over some area with radar?

If it changes its signals (however you could do that) and re-paints the plane...?

Or would it get picked off the minute some radar operator notices an "unmarked" (or no transponder) plane going through their airspace? And send some nicely painted fighter intercept jets to get close-up and personal with the plane?