Based on the story from Flash Boys, that Goldman engineer was taking something like a couple of megs worth of his own work that was related to various open source projects. But he became the poster boy for stealing trade secrets and an example to be made of.
His mistake was that he used the company internet connection to upload said source files to something like his personal github or dropbox of the sort, so there were proxy logs of him stealing corporate secrets.
Most people would've gotten their personal-ish data off a corporate laptop with a usb key/harddrive which they probably wouldn't have triggered any alarms.