Putting a sign up in the kitchen is always the wrong solution.
And I don't think what you said was prejudiced either.
Don't feel ashamed, this level of cheapness has nothing to do with your nationality.
My dad was a physician, born and raised in the US. He earned a good living, worked very hard (he never had fewer than 2 jobs the whole 3 decades I knew him), and saved money religiously. And he was very frugal as well: he never went into debt for anything, drove cars till well after they fell apart, had clothing that I know was older than I which he wore till the day he died.
One of his great loves, though, was to steal things from the hospitals he worked at. Anything that wasn't bolted down - office supplies, filing cabinets, tables, chairs, desk lamps. At one point, he was bringing home hard boiled eggs that he pocketed in the staff room, because obviously we couldn't afford food. Several times when we were doing remodeling at home, I got to keep a lookout for security while we snuck bags of construction waste into the dumpsters at work.
Now, you didn't know the guy so it might not be obvious, but this was all about not spending a cent more than he had to. So, don't feel ashamed because some of your fellow country men are taking soda from work.
I find it seriously backwards that no one had the spine to walk up to the person, talk with him about courtesy, cultural norms, and basically use "implied shame" to do the rest. If the behavior continued, a more direct approach "I saw you take the sodas last night" could also suffice.
I mean, why would putting a suitcase full of sodas == sabotaging product? It's pathological behavior in the over-abundance environment, but seriously?
Is Redmond a foreign country or something?
That would be ridiculous right you could be thinking, programming and improving the product to get a better bonus in the end rather than sell soda off of craigslist or ebay.
But you see that is how they think about it. You are stealing it and could be doing <insert the worst possible thing>. That is what management might come to conclusion about.
Another perspective + a story. (Warning: getting a bit prejudiced here). I have heard of foreign H-1B workers (won't name a country will stop at a vague level of prejudice) stuff their backpacks with soda. Stay late, look around, see if anyone is looking start shoving soda cans to fill the backpack up as much as they can carry.
It wasn't that management was upset, you see, it was other co-workers that were disturbed by that. Why? Because they realize they are working with "that" person. That would be disturbing to me. Is the company not paying them enough. Are they a kleptomaniac. Did they grow up poor and learned to steal food. What else are they stealing? Are they sabotaging our product? Do I want them around? Questions like that.
They complain. How does management react. Well they could lay off so and so. But heck he is chugging along programming and we got him on H-1B sponsorship. Laying him off because of a soda issue is worse than just making everyone pay for soda and, in return we get to save couple of thousand dollars a year.
That is how I heard about* (from another party, so this might have been made up, I don't know, take it for what it is worth).