I agree it does make them more sympathetic than just a garden-variety asshole who like, knows stealing your wallet isn't good, but does it anyways. But honestly...a couple snacks for thought here. Even someone who's stealing your wallet probably has a rationalization that allows him to think that it's not that bad. Like for instance you have more money than them. They really need money, etc. in a similar vein... How many people are there on Earth that do bad things and actually think that they're doing a bad thing? I would guess that 90% of "bad" acts are perpetrated by someone who thinks that they're doing a good act. If we give people a pass for thinking they're doing the right thing, then almost everybody gets a pass. There are even people who think there's nothing wrong with raping someone, and even if they truly believe they're not doing anything wrong - well, that actually makes them even more repulsive.
I'm reminded of this great quote from Steven Weinberg: "With or without religion, good people can behave well and bad people can do evil; but for good people to do evil - that takes religion."