New Job Thief Concept

[HaelseMikiro]

Unfortunately SE already said they would never have any Thief class in FFXIV because it just wouldn't fit into the lore to have a sanctioned guild of thieves. That's why they changed the name of Thief into Rogue, so Rogue is, in spirit, our Thief job for FFXIV

Edit:
Yoshi-P revealed during the stream that the Rogues were once thieves, who’ve changed into Rogues, so they’ll have their own story and guild to go with it. Otherwise, it would’ve been a little tricky to have an establishment of thieves in a city-state.

Taken from http://www.siliconera.com/2014/06/10...s-rogue-ninja/
I'm sure other sites/references/interviews say the same thing in different or more direct terms also

Edit#2:
Although they COULD have a guild out in the wilderness, IE one of the Xaela tribes might be thieves, but SE would have to be willing to have a job line start outside of a 2.0 area.
And thieves would actually have to have things to steal in the game, and considering Mug recently got reworked to yield no extra items in dungeons (I'm assuming it still works in the open world) I can't see SE properly implementing stealing in the game unless it exists solely inside of the job quests (similar to how BLU would learn skills). Because honestly, seeing the WoL pickpocketing would just be bad PR for the Scions.