For some people getting caught is why they do it. They need the attention they get from being caught and the attention that follows.
For some people, it's as Edgar Allan Poe called it, "The Imp of the Perverse". They steal because it's wrong, for the challenge of doing it and the excitement.
Some people are mentally disturbed and don't realize they are lying or stealing consciously, or able to stop themselves.
Some people are lazy, and lie, cheat and steal for that reason. They are looking for a short cut to real achievement and measure themselves with material goods and sexual conquests.
Some people are ignorant or stupid and actually think stealing, cheating and lying is appropriate behavior.
Some people are addicted and lying, cheating and stealing are minor compared to what they would ultimately do to fed their addiction.
And some poor people do it in self defense, or in a misguided notion of defending someone else.
There are as many reasons for lying as there are people. Everybody lies at least sometimes, if only to themselves. Everybody tells "white" lies to protect someone's feelings (usually their own, this is one of the lies we tell ourselves, that we are sparing someone else's feelings).
It is interesting that when people lie, they are always lying to themselves, and sometimes to others. When people cheat, they also cheat themselves, though it is the victim that knows that they have suffered an injury, and the cheater is too ignorant to know how they harmed themselves.
The ultimate reason that people lie cheat and steal is because they can, and anything that can be done, will be. Only self control and real knowledge stands in the way.