The thief class is all about getting work done quickly and hopefully before they're seen. They are masters of the shadow disciplines, traps, poisons and all manner of dispatching their foes without being seen. Their skills allow them to completely avoid combat while roaming the world, both useful for explorers and critical for getting through higher level areas without the aid of your friends.
Almost every thief skill relies on Dexterity in some way. Secondarily Strength is required to wield the weapons thieves use in melee, lastly since thieves are a close combat fighter Constitution is necessary to survive all the hits they'll be taking