It's disingenuous enough when the word 'stealing' is re-purposed in discussions about copyright infringement, since it is very doubtful that every copy of a shared file resulted in an actual loss.
In this case, though, it seems easy enough to establish that the BBC has provided no way to compensate them for viewing their content from the United States. You might be "stealing" bandwidth in some sense, but I don't think it's fair to characterize the content as stolen in this case. The third party (VPN/proxy provider) is paid for network access just like you pay an ISP, not for the content itself.