I let him out of his cell in Walz Tower, after I did, he said "I'll never forget this", so I thought he'd come back to help me out later on in the game, and that it was the right thing to do (story wise). Now i've discovered he steals one of the treasures in Jecht Cave. :(
Was this treasure good? and does he do it to anything else in the game, like Excalibur or Masamune. If so i'm going to have to start again.