>>719020470
The problem is that Sly 3 kind of left things in an uncomfortable place because Sly and Carmelita were basically starting their new relationship on a lie-- Carmelita lying to an "amnesiac" Sly Cooper telling him he was her partner at Interpol and not a thief, and Sly lying about having amnesia. If they were going to do another game it was inevitable that the story was going to have shit hit the fan because eventually Carmelita was going to find out Sly was lying to her about having amnesia.
And while Carmelita was also lying to Sly (even though he was playing along with it), she did it from a place of wanted to give Sly a clean slate, even if you could interpret it as being from a place of selfishness since she loved Sly and didn't want him to go to prison. In Sly's case, he wanted to get the girl and still dodge taking responsibility for his thievery, which was unquestionably the more selfish and wrong of the two lies, and it came back to bite him later.
If Sly wanted to actually do the right thing, he would have turned himself in, and Carmelita, being of good character and having come to and understanding with Sly at this point, would undoubtedly have done everything she could to get him out of jail quickly, possibly by agreeing to work with her at Interpol. And, Sly could have returned the stolen treasures from his family vault-- his contribution to the Cooper family legacy being that he decided it was wrong to steal the world's treasures and hoard them in a vault forever.
Speaking of, where the hell did Sly even see things going with Carmelita? If and when they had a kid, was Sly just going to train them to be a thief secretly without Carmelita knowing, so they could keep the Cooper family business going and add more shit to the vault under her nose? I really don't think Sly thought that one through. Either go good or keep being a criminal, there was never going to be a third option.