No one is saying they should be creating their character in a very specific way, it's just extended to what's already being done in the character creation videos. For example, when a guest picks their race, Adam will usually say, "Oh, they get bonuses in these two stats, so they can make really good X, Y, or Zs". He's not forcing them into that class, he's pointing out what class gets a small boost for those particular stats.
Thematically, a thief SHOULD be good at some sort of....well, thievery. The Tough feat is more of a player choice than character choice, for lack of a better way to put it, but lack of skill in either pick pocketing or lockpicking is questionable to what makes a thief, a thief.