I wonder how sites verify stolen nfts?

I had a situation where I bought an NFT and after a while the site told me it was stolen, but I bought from the same site. ✅🐹

I can imagine such a case:

I bought a NFT and sold it on one of a bunch of sites, and then some time passes and the nft goes up in value and it makes me angry (hi fomo) and I claim the NFT was stolen from me and the site blocks that nft, upsets the new owner and explains that dear friend, the nft is stolen and we will refund you the money you spent to buy it and that's it, and then the NFT comes into my hands and I sell it to great success. Easy money.