Stealing is so bloody boring. There's nothing worthwhile to steal. And if you steal you see your karma go down which is stupid if you want to play a thief, that's such a charmer that no one realizes he's a thief. Now when you steal you're BAD. And bad people act like bad people.
In Oblivion I had a save game where I had stolen everything of worth in every city, not a single castle had any silverware left, the book shop owners noticed their valuable books disappearing, the guards had all their spare weapons vanish. I was a master thief.
Thieving is fun.