This is due to the effect of free-fall.

When the thief and the load on his back are in free-fall, gravity attracts them with the same rate. Moreover, according to Einstein's Theory Of Relativity, gravity is not a force but acceleration itself. So, the thief doesn't feel the weight of the load on his back, and he also doesn't feel his own weight either.
When an body is freely falling down, the weight (or the force) exerted by it is zero. This is because in relative to the thief, the load is in rest. That's why we say that motion is always relative.