Well if you look in the XML files you will see burglars are limited to what they can steal. They only will attempt to steal 5% of the household's worth. So right off they are limited by what they can take. Even a 50,000 Simoleon house would cap out at 2,500 Simoleons. (give or take 10% variable on that).
They can't take more than 10 items so if they take something, they can't return it and take something else.
There are only two burglars in the town pool and they won't steal if your relationship is 75 or higher.
And there are more modifiers than this, so likely this is why some burglars steal "junk."