If it's just for fun and not a lot then the enjoyment she gets is probably worth more than the thing being stolen and the negative externalities of it. Some men do martial arts to practice violence, if she wants to practice thievery and it's not really hurting anyone then it's not great, but why not? We all have thieves in our family tree.

And you can reasonably guess that the "incident" it will create will be proportionate to the value of the thing being stolen. If you cause a scene over someone else not paying for a $2 candy bar, you're the asshole.