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Honor Before Reason if they are explicitly doing it to give the victim a fair chance.
I'd say it's Refuge in Audacity, since the theif is essentially saying: 'Hey, guys, just a heads-up to let you know I'm gonna swipe that thing you're guarding. You can't stop me, but you're welcome to try.'
I wouldn't mind failure so much, if I didn't fail so much.
If the thief makes this announcement because he can anticipate how the intended victim will react, and exploiting that reaction is a vital part of the heist, then it also counts as a Batman Gambit.
I didn't write any of that.
Often associated with the Gentleman Thief, a criminal will announce the crime before following through, defeating the victims plans despite their forewarning. Perhaps also used by assassins who notify their target before killing them.