Actually, none of the thief kits seem to apply to Nalia. The other two are assassin and bounty hunter. To me, Nalia learned her thieving skills out of a necessity to escape the keep to do her works of "good". As her skills stand now, she's probably too skilled as a thief.
Imoen, on the other hand, started out as a thief - pickpocketing and such back at Candlekeep. Her skills were honed through BG1, unless you dualled her (which, at the moment, I can't remember if you can or not). With her, I think her thief skills should have been upped because she would have been at least level 8 if you took her all the way through BG1.
Anyway, I agree that Nalia shouldn't be given a kit - at least not for being a thief.