It's like most RPG games.
Why does a spider or a wolf carry gold on him?
The gameplay reason is that it simulates looting the corpses of things you can sell (weapons, armor, fur, spider venom, feathers etc.), and simplifies the mechanism so you won't really have tons of unique items that you will need to sell, but you get gold instead.
The "thief" trait can be explained as "you have connections in the black market, allowing you to sell loot for more profit".
Maybe there can be a better name for it, but as a concept, it's not that weird that your kingdom will get more gold for battles because of the leader's special skills and connections.