First of all, Burglars don't currently exist. I know a lot of people want them though. And to be honest, I think they'd be interesting too. We have a Kleptomaniac trait and various criminal and bad...
I believe it's just a hogwash too. I have some anxiety issues & the burglars in Sims 3 never bothered me, in fact they made me laugh the way they would sneak up & steal a toilet. Lol :D