Why do people feel sorry for Alex?
He said in the beginning of the movie that he couldn't leave because his dad needed him, yet he was completely happy to continually put his livelihood at stake. It was obvious that the police would eventually figure out what these break ins had in common and that the father would lose his job.
This would be especially true after them stealing 300k cash. There is no way that Alex's father wouldn't be connected. Alex is old enough to work this out and he still does it and tells Rocky that he will, in fact, leave town with them. Soo basically he will get his father fired and then leave him alone.
And btw peer pressure and liking a girl aren't reasons to go along with this. You can bet most teenagers who have experienced peer pressure or unrequited love weren't breaking into the houses of blind war veterans to steal their entire stash of money, which happens to be proceeds from their only daughter's untimely death. He could have said no. They couldn't have done it without him. No excuse.