Of course It can be advantageous for you to thieve in some situations, but it will never be a moral thing to do. We are rational beings and we are able to put ourselves in someone else's position, and understand when we are doing things against his will. Everytime you are doing something against someone else's will, you are being immoral with him, doing evil to him.

And it does not depend on whether you are caught or not, whether you are punished or not for your mistake. One thing is the morality of the act, and another thing is the punishability of the act. For example, children, animals, Indians, mentally ill, all of them can commit immoral acts, but they can never be punished because they are considered inimputable.