Cause he's still hurting?

Its because the worst he could do is send him there again.

it's funny how Thief doesn't usually give a damn about their quest and then suddenly insists on starting to look for the orb when he notices there's no profit to be had around

That could also be a plot of Sarda: When Theif actualy tries to do something, he can be pretty good at it, you just have to keep him from being distracted by stealing.