Because Sly was raised on just that. His fighting isn't exactly very good so that is his only real tool. And based on the games, he's gotten through a lot with almost all stealth. Batman has plenty of feats too, but he relies a lot on vehicles and non-stealthy combat too. So I'm just assuming that since Sly uses stealth has his primary tool and he has accomplished so much with it, he is better.
I said in theory because Batman seems to be the best at almost everything 0.o