For a would-be world conqueror, Kang has this weird hangup about avoiding debt of any kind. (it goes back to his childhood / family life, yadda yadda)

The real reason he ran off with the pitcher is because his suit didn’t have any pockets, and he’s covering up by using standard bravado, there. Later, he’ll feel terribly guilty about the whole thing, and make it his mission to find the girl and repay her before conquering the world… but we haven’t gotten there, yet.