Not sure if this is a glitch or intended

When I had the Cow Mangler, a zombie was able to steal it from me with Thieving. Is this intended or was that just a glitch?

That sounds like unintended behavior, as the cow mangler doesn't exactly have ammo so I suspect the plugin thinks you've run out of ammo and lets a zombie steal it.

What I wonder would be the best way to handle that though, since we'd probably want thieving to work on that weapon, but not have it be stolen right away.

Right now: automatically steals it in 1 hit.
Possible Fix: reduces ammo in clip before stealing without making it OP on every other weapon

most people don't commonly use thieving so personally I'd just switch to a different rocket launcher or class while there are theiving people about

Or you know, you could just fucking nerf Thieving to where it doesn't steal your weapon if the ammo is depleted. Steal ammo/uber/metal is good enough.

If it didn't take the weapon, it would be nothing more than a slight annoyance that any ammo pack could fix.  It would be stuck on crucial moments during a swarm, depleting their reserve ammo or uber.