Actually, since you can only fail once, the best way to improve your success rate is to try to keep from dying as frequently as possible.
Really, it's about risk management. Unfortunately, I don't know the probability that chasing after thieves will result in death, however, I am going to guess that the chance of harm to yourself is significantly higher than driving 100km. Just like there are some slopes a novice should not ski down, and there are some battles one should not pick, there may be some thieves one should not chase.
People die in car accidents. People die in plane crashes. People die in Space Shuttle crashes. People die from heart disease. People slip and fall in the shower and then die. People die for no reason at all.
Some day, you will die. If you try to prevent yourself from dying, you will fail.