That's just an example.
Also, unlike in oblivion and fallout, in this game you're allowed to 'pick up' (hold E) and toss 'red' items around. You can toss them into a corner and then steal them where the owner can't see you.
They explicitly disallowed this in oblivion because it broke immersion and made thieving REALLY easy.
Picking up an owned item was stealing. In skyrim, the citizens don't care if you pick up their glass sword and carry it to a different room, only to steal it in privacy.
So what's the point of being a thief if you're allowed to take most of the stuff in the game without anyone caring?
There's no risk and it kill immersion and RP.
edit: Yup it was a bug. I started a new character and stuff is properly labelled as 'steal'