Why not "The thieves snatch my dog"?
captant from capto, captare means more an attempt to catch, seize, grasp, etc. instead of actually being successful. For your sentence, if the thieves were actually able to take the dog, capiunt could be used.
Interesting—thanks. My experience, may years ago, was in medieval Latin, where the semantic distinction between frequentative (?) verb forms and the originals had mostly vanished.
(I also keep wanting to write "Sic" rather than "Ita" for "yes".)
John Wick Intensifies
"The thieves try to snatch my dog" marked incorrect