I haven't actually played the rogue class on Heroine's Quest all that much, but I can certainly feed that back to Radiant about the stealing from dead messages, to include in a future update. Note that the game doesn't chastise you as a rogue when you go to take the boots for yourself, and it's not necessarily aimed at telling you to be the most honorable character ever (there is even an achievement to get through the game on minimum honour).
I don't think there are any other instances where it tells you off for doing what you're meant to do as a thief (e.g. the game does give a warning that using HAND on people while in stealth mode means you're going to try to steal from them, but that is more just as a heads up, not to tell you off), so it shouldn't really put you off from playing the character that much.
Edit: Feedback from Radiant is that the game chastises you for stealing from a grave because respect for the dead is part of viking culture. There's a difference between a cunning rogue who outwits other people to take their money, and just digging up an unprotected grave for some coin, which is why you see a classic rogue like Robin Hood outfoxing the sheriff of Nottingham, instead of bringing a shovel to the local burial grounds.