In the Iron Man movie, Tony Stark mentions that he won't sell the Iron Man technology, because he only trusts himself to use it. Because he has an arc reactor built into his chest, his suit can interface with it for power. Unable to produce an arc reactor, Obadiah Stane steals the reactor from Stark's chest to power his Iron Monger suit.
In Iron Man 2, we see Tony's room of older Iron Man models, among them the Mark II and III armors. Both of these armored suits are shown with an arc reactor built into them. This enables James Rhodes to steal the Mark II suit during Tony's birthday party, equipping it as the War Machine suit.
Why would Tony store his extra Iron Man armored suits with power sources built in, when that would enable just anyone to walk in, put on a suit, and leave? He already had an arc reactor at all times. What would storing suits with built in power accomplish? Why would he make extra arc reactors anyway when he should've learned from Stane stealing his reactor tech? Is there a valid, in-universe reason for this, or is it just to enable Rhodey to easily steal a suit?