Is it an ethical for a loss prevention manager to continually steal merchandise in order to prove a point?

I work in a decently well protected area of my store and it seems that my loss prevention manager has found enjoyment in coming into my area and stealing merchandise and trying to get away with it. Which they have, because i didn't seem to think that i should question why a manager was in my department. I understand that part of they're job is to stop theft but now all i do is worry about THIS person stealing and i cannot do my job properly when they are around. Also this has happened about five times to my coworkers and I in the last month, I'm just wondering if this is crossing any harassment lines and I'm not sure who to talk to about this.