Although Prosper is convinced that he's done the right thing in running off with his brother, Bo, he still doesn't feel completely comfortable with his decision. Prosper's unease is illustrated by the fact that he's always trying to keep Bo out of trouble. The last thing he wants is to give Aunt Esther a chance to say that he's turned his little brother into a thief.
Prosper steals food and money, but he's strictly forbidden Bo, who looks upon stealing as a game, from doing likewise. As well as not wanting to get Bo into trouble, Prosper is clearly tormented by guilt. If Bo becomes a thief, then that will reflect badly on Prosper. In turn, this will make him feel even more uneasy about his decision to go on the run with his little brother.
Prosper has no desire to go back to his aunt and uncle, but at the same time, he doesn't want his little brother to become caught up in a criminal lifestyle. Prosper steals because he has to, not because he wants to. But because Bo sees stealing as nothing more than an exciting game, there's a real danger that he will lapse into the lifestyle of a serial criminal as so many other boys on the streets of Venice have done.