As a single example, some burglars, when deciding which house to burgle, chooses the house that appear to be easiest to get into (poor physical security, no dogs, no alarms) and that will be easy to escape from (many of them open doors and windows as escape routes before they actually start the stealing). They pick ones that aren't hosting a party. They pick the ones that have concealed (or at least not overlooked) access.
Shoplifters - get this - will often wait until there isn't someone standing next to them before taking something off the shelf. Sounds like a good go at rationality to me.
Of course rational thieves exist. Not hyper-rational fictional models, but rational. The degree of rationality is a spectrum, as always, and is affected by physical and mental health and various other factors, but if you think rational thieves are a new concept, then you're living in some kind of fantasy world.