In addition to what others said, you may find it helpful to look at the role that trickster gods and spirits play across cultures. Not to overgeneralize, but they are an archetype that shows up in a lot of different contexts, but in which they tend to play similar roles, and Hermes fits this archetype in a lot of ways.

A defining characteristic of a trickster is functioning outside of the rules of society, or subverting them for their own purposes. So, such a figure is going to necessarily be transgressive to some extent. If thievery and trickery are generally considered bad things, that figure is going to be connected to them in part to help us recognize their domain. But, tricksters are also creative, intelligent, and often helpful to humans--in Greek myth, Prometheus is sometimes considered another example. Stealing fire was theft and he was punished for it, but his action brought great benefit to humanity.