If I saw someone abscond with a full bottle or something similar I might be tempted to say something, but otherwise I'd second the "karma will get them/mind your own business" sentiment.
I might be a little biased though. I once went up to the bar at a CL, poured 3 waters in cocktail glasses and in the process moved a bottle of vodka out of the way momentarily to make more space. I guess another lounge guest saw me moving the bottle around and then walk out of the lounge with 3 glasses of clear liquid and assumed I was stealing my drinks. He summoned the lounge attendant who stopped me in the hallway outside the lounge. I was ultimately vindicated by a "sniff test" of the glasses, but, well, talk about embarrassing. I tried to cause the other guest to spontaneously combust by staring at him as hard as possible, but, alas, no luck.