This was particularly unexpected, as Thief developer Eidos Montreal is currently working on Shadow of the Tomb Raider, and will reportedly be moving on to an unnamed Marvel game next. This means the studio has had to shelve the Deus Ex series, which is more popular than the Thief games. If Eidos has no time for Deus Ex they definitely don't have time for another Thief.
Put on some mittens, because that tweet is cold as ice. Of course, a Thief sequel could be coming from a developer other than Eidos Montreal, but Straight Up Films' press release made it sound like a major new entry was in development, and there are only so many Square Enix-affiliated studios that can pull off something like that. I'd say the Hitman team at IO Interactive could, but Square Enix just sold them off. Whoops!
Straight Up Films has since removed all mention of a new Thief game from their website, which indicates this may have been a case of crossed wires. I'm sure Square Enix promised they'd make some sort of new Thief game when they sold the movie rights, but it seems very unlikely a full sequel is in the works.
Sorry Thief fans! You'll just have to satisfy yourself with the stealth bits in literally every big game these days.