There are two possible reasons why your murkrow is doing this. First, your roommate (we’ll call them Roommate A for now) may have more expensive or otherwise “shinier” objects than you or your other roommate (Roommate B). Second, your murkrow may consider Roommate A an easier target (which in itself has its own subset of possibilities: that your murkrow is entertained by Roommate A’s reaction or simply wants their attention).
Regardless of why it happens, there are a few things you and your roommate may wish to consider doing to stop this:
1. First and foremost, training is always a good place to start. Murkrow are intelligent, so sometimes, they can be right handfuls, but with patience and some positive reinforcement (say, presenting your murkrow with an object of your roommate’s and rewarding it every time it doesn’t immediately reach for that object), you may be able to instill good habits in your murkrow.
2. Second, you may wish to help Roommate A become acquainted with your murkrow. Like many pokémon, murkrow can tell when a human is uncomfortable with them, and dark-types especially enjoy using this to their advantage or amusement. Helping your roommate bond with your murkrow (for example, by sitting down with them and walking them through interactions) will help them become used to your pokémon and vice versa. Eventually, your murkrow will be less inclined to steal from your roommate, simply because the two will have bonded enough to see each other as equals—or at least enough for your murkrow to respect your roommate.
3. Or simply have your roommate lock their room and place an object too heavy for your murkrow to move (such as a cooler filled with heavy books) in front of their door.
The Pokédex According to Bill 