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There's no problem with a Thief - with any solo you have to "play" the character. A thief wouldn't run into a 7 monster combat and start hacking. Learning to use the special abilities of your chosen class is the best reason to solo.
It's the only class that can detect and remove traps and pick locks, plus pickpocketing (stealing from shops) is very underrated. Once you learn to hide (cloak of non-detection + potions of invisibility) properly anything is possible.
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