Well I would like to split, the problem is if the other person steals and I split, I go home with nothing. If we both steal I go home with nothing. Hence really stealing is a win win scenario. Even if the other person steals, it just prevents either of the two people concerned getting any money so it's basically the same as if I had split and the other had stole. If I split, the most I'd go home with is half the prize money anyway.
I'd generally split though, as I probably wouldn't have the heart to steal, I'd feel to guilty. Plus the reward money will generally be dire (I doubt the reward money would ever reach the lofty heights of £100 000). I doubt it even reaches £20 000 often with the strange system they've put in place (having said that I've only watched it once, lol).