Thieves will randomly appear in the midst of battle to swipe at any treasure chest or dropped items. If they do steal anything, you can get them back by killing them quickly before they run off. They drop bombs after taking enough damage and getting knocked down or being defeated.
The orange-cloaked ones are easiest. The dark-green ones are stronger and more aggressive. The dark purple ones are the most aggressive, dropping two bombs and teleporting after getting knocked down.
This enemy does not appear in the Labyrinth of Chaos.