I'm sure that's what the NPC's you robbed in Oblivion thought before they found all their stuff taken.
I didn't rob NPC's because they had nothing of value in Oblivion. Go the the basemant and find a hard locked chest, open it to find 3 gold, calipers and folding cloth.
I think we can all agree on something here. A radiant AI quest where a random NPC who is stealthy and dislikes you steals some of your stuff, you have an investigation quest to track him down and take it back.
But not a part of the AI to steal from you, just a random quest.