I'll talk to him tomorrow morning before my group gets together.
I honestly should have expected this behavior, since it matches his playstyle when it comes to games like Fable, Elder Scrolls and Fallout. He's use to being able to just steal and kill whatever he wants with little to no consequence.
As for why the other players haven't done anything, I don't allow PvP. They've tried talking to him, among otherthings.
If this does keep up after I talk with him, I will have Sandpoint put out wanted posters for his character.