My son is exceptionally good at sneaking things in his pockets even when we're close by. He then says his brain told him to. He as no control of his thoughts or impulses and rarely understands what he's done is wrong. We've tried all kinds of instructions and disciplines and nothing changes the behavior.
Very likely, he doesn't understand perspective-taking and, hence, cannot understand the weight of his behaviors ... Seek CBT and a speech therapist for advise.