So if our code isn't a physical thing and can't be stolen, can we say the same thing for other digital files, like movies and music?
Copyright law is a restriction on the copying of information. Theft has no place in copyright law and never has. It is merely a perjorative term used to confuse the issue.
Edit: Apologies for my angry tone. As you can tell, this really bothers me.
Actually charging a copyright infringer with criminal theft of property, as opposed to just colloquially calling such infringement theft, is a fairly novel legal tactic.