Is there something wrong with this boy?

I mean do you think there is something mentally wrong with him, or he is just immature for his age. We have an 8 year old neighbor who lives his mother next door for a month at a time, and often is away, living with his father across town. When he is living next door he tries to come over and play with my son, who is 9. This is fine until I tell the little boy it is time for them to clean up and go home so my son can come in and get ready for dinner. He usually tries to steal one or more of my son's toys and run home with them, thinking nobody will notice. Sometimes my son catches him and runs to get his toys from him. Then the boys comes to my house to tattle about how mean my son treated him. This time I caught him in my garage taking toys and he tried to change the subject. He said, I was just going to play with these at my house. I told him no, put them back, you didn't ask if you could borrow them. Then he got up and ran toward his yard with my son's toys exclaiming, "I'm taking these!". I went next door and explained to his mother what happened and she scolded him in front of me. He stood there with a puzzled, dumb look on his face insisting that he didn't steal anything, he was just playing with them and using them. Again, she told him that was stealing if he didn't ask, and he kept standing there with a puzzled look on his face, saying, huh? Plus my son has tried to play ball with this boy, you know, throwing a football or playground ball. When you throw a ball to this kid he just stands there with his arms straight out and lets the ball hit him in the face. I feel sorry for him but now it's only to an extent because it seems like his parents just haven't taught him anything. He roams our street for hours sometimes and you never see him mom outside once to check on him. My neighbor across the street woke up one Saturday morning to find this boy in her livingroom watching cartoons. He let himself in.