Unless they steal your pockets too or at least sew them shut.
And then there's the classic underwear theft. Is that more or less impressive than lifting a 200lb backpack without the prior owner noticing?

Depends. Were they wearing the underwear at the time?

Have self defense mechanism, like, a bag that electrocute the hand of people who put their hand on it, when your character is fine with this kind of electric choc.
Of course, don't tell the rogue's player about that, he'll pass the note alright, then be surprised to take damage.