That battle is actually something from LATER in the game, so it's a thing that pops up much MUCH sooner as a "early game" sidequest. There's methods of increasing Steal% via equipment (Doubles it, in fact).
Yeah, only one has the capability to Steal. Mostly because she makes the most sense in doing so (and because I didn't want to double up on the coding for every single enemy in the game...). ^^;