A lot of folks make the decision, consciously or not, to go back to prison. Because they can't handle the responsibility for their own lives and need the structure forced on them by someone else. That, I think, is the greatest failure of modern American prisons; they prepare inmates for life inside, but put little effort into acclimating then to freedom.
My non-expert read on this guy is that he has a massive case of performance (or size) anxiety, so he seeks out woman-shaped things that won't ever be disappointed or mock him. If he'd been caught after the first mannequin theft, it might have been possible to neutralize the threat. But it's only after many crimes over several years that anyone began to take notice.