I agree with you, mikepedley85, that a con artist and a thief are only doing what comes naturally for them.? But their behavior is transgressive, it violates collective norms.? So why would a movie audience embracing (more or less) those norms want to root for them??? Even want to buy a movie ticket to watch them pull off the heist, get away with violating those collective norms?
One of the few heist movies I can think of one movie where the initial motivation to pull off a heist is pure, unadulterated greed is "Sexy Beast" (2000)? But in that one, the protagonist has retired; he doesn't want to do another job.
However, a vicious, vile gangster (wonderfully played by Ben Kingsley) demands he come out of retirement and do another job -- or else the gangster will kill him.? So he does the job? -- but only after he kills the gangster. The way the plot is constructed, now he MUST do the job in order to cover up the killing, remove all suspicion as to why the gangster has mysteriously disappeared? otherwise another gangster will seek revenge.
Also, why THAT objective goal and why NOW?? Why of all the possible paintings he could steal does he want to steal that specific painting??? And why must he steal it now?
This is a movie where the protagonist enjoys the benefit of the 2nd criteria I mentioned: invidious comparison.? He's a likeable bloke in contrast to the vicious, ruthless gangster.? And in contrast to another ruthless gangster he has to deal with while doing the job.? He's a robber, but the least awful one compared to all the others.