Nope, choosing Scouting would not give your character the Stealth Focus for free; you don't get something for nothing, as it were (even if the character is a thief).
According to Green Ronin a Requirement is, well, a requirement; if your character doesn't have it, you're out of luck until they change through advancement to meet it. So, in your character's case, yep, Thievery it is.
Hope that helps?
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