One should not be given special privileges because one's convictions be “deep” which is, if anything, symptomatic of not basing them on prudence but on hysteria and emotion.

It's also irrelevant for the company itself; if a company can reasonably accommodate a man whose convictions are deep, it can do so the same with anyone else for the same reason.

can I steal if I had a deeply held religious conviction that it is appropriate?

That's been changing since the early twentieth century, but for decades the Roma were known as thieves. Unfortunately the stigma still lives until today.

EDIT: To the downvoters: Your social justice crusade is ridiculous. I'm not passing judgement on this group, I'm stating the facts. You'll notice that I called them Roma, like they call themselves today, and not the more common name associated with them in English which they decided themselves to avoid.

Hm, there is even no mention of the nail myth on the Roma Wikipedia page. But there is a separate page, not linked from the main Roma page, that explains it and even mentions that Roma are permitted to steal: https://en.wikipedia.org/wiki/Romani_crucifixion_legend

  >  but for decades the Roma were known as