If you steal a U-Haul on August 21, there’s a lot you can do to disguise it before you need to use it on September 11. It could look like a delivery truck by now.
They also may choose to steal because their names will arouse suspicion at the rental counter.
Or perhaps the thief doesn't have a US driver's license. I guess one could rent on a Pakistani or Saudi license, but that would be a huge red flag. With this in the news, one could be sure that the clerk would be calling the FBI in the next minute - and an FBI agent would be looking at the photocopy of the driver's license in another 15 minutes.