You would be pretty dumb trying to do that.
Just use Tails or similar to transfer the money to a wallet you control, and don't touch it until many years later when you've moved to another country.
The $ figure where it starts to make sense for a FBI agent to flee to China or Russia probably isn't all that high. You could even pick from a much longer list of countries if you were patient enough to wait until you gain citizenship, many countries won't extradite their nationals.
Is stealing irrational and/or unintelligent?
I'd rather say:
If your model of human behavior assumes agreeableness, cooperation and risk-minimization, then you have a huge blind-spot.
We're not talking about a starving man stealing a loaf of bread. That would be a rational theft.
It's just that the police does not generally pay well, so if you're smart, you often have more profitable options.
So usually the smart people in the police have other reasons to be there than money, and the dumb people may not have better options.
The often cited example is the 2nd circuit appeals court case Robert Jordan vs City of New London, where the police department successfully defended a hard cutoff maximum IQ test score.
That is absolutely mind-boggling.