It's riffing off a quote from Picasso:

Good artists copy, great artists steal.

The point is that if you copy something, it's still someone else's work. You've just made a lifeless derivative. If you steal it, however, that implies more than making a copy - it implies making it your own. Things stolen no longer belong to the original owner.

An example: House of the rising sun is a traditional song, passing round loads of musicians - but the Animals "stole" it in such a way no-one can hear it anymore and not think of their work.