Ahh yes Skyrim thievery... Remember Oblivion Thievery? Where no one saw you, and you still became wanted, and you could only sell the stolen stuff to specific people, who bought the stuff for like 1/4 its actual value, and you were constantly living in the gutter just trying to scrounge up enough money to buy that crappy shack on the waterfront. Man those were good times.
The exact same thing happened to me in Jarlskvr (sp?) of Whiterun. XD
I was trying to unlock this case with a Dwarven Greatsword in it (Expert lock...fml. -.-) and there were two guys sitting on the chairs. Even though I was almost in plain sight, I still had the -Hidden- status. XD