The fall from grace for a chosen nation exposed in its wrongdoing creates a profound sense of moral and national embarrassment. The primary approach among commentators is that the imagery of a caught thief does not refer to a common, habitual criminal. A career criminal feels no deep remorse when apprehended. Instead, the most burning shame belongs to someone widely respected as honest and loyal, who is suddenly caught and exposed as a thief. In the same way, the Israelites were known throughout the world as God's chosen people, dedicated to keeping His commandments. When they were suddenly exposed as idol worshipers, acting just like the surrounding nations, the massive gap between their righteous reputation and their actual behavior became the source of their overwhelming disgrace [מצודת דוד, רד״ק, צאינה וראינה].
This intense shame should have naturally led the people to repent. Because they failed to do so, the message is that they truly ought to have felt disgraced for losing their high moral standing [רד״ק].
Another perspective focuses on how a thief operates. Unlike a bold robber who commits crimes out in the open without fear, a thief works in the shadows. He acts under the false illusion that God cannot see him. Similarly, the Israelites of that generation engaged in idol worship secretly and quietly, mirroring the hidden actions of a thief [אהבת יהונתן].
This corruption and shameful conduct were not isolated to a few individuals or the fringes of society. The wrongdoing infected the entire nation, starting with the common masses and extending through every level of leadership [ביאור שטיינזלץ, מצודת דוד]. The kings, the ministers, the priests, and the prophets were all involved. However, these were not true servants of God; they were priests of Baal and false prophets who actively guided the nation toward its own destruction [מצודת דוד, רד״ק].