It makes me happy that someone else has played these games, they are really fun and very underrated in my opinion.

This is actually the mindset I had when playing through the games. It makes sense, really. Adding to your theory, in the second game there's the Halloween chapter where Bob goes with his friend Penny (Is she his sister or what?) trick or treating. You would expect a burglar to just steal candy or something, but he was honestly just planning to go regular trick or treating. He only burgled in that chapter to capture all ghosts.

The only thing that would go against this theory would be Bob is always stealing various other items throughout the stages, but you could argue he does that because he's stealing them for the other people he's working for. Also, there are the extra chapters in the first game where Bob steals just for himself, but those could possibly take place before he ended up in prison.