Yes, there are better options than a sling for a Thief. Unfortunately, not all players think "I want to use the best tools at my disposal". I know people who, to this day, will use strange weapons because they think it will be cool, even if it's not effective.
I always hated how badly the sling has been implemented in the D&D family of games. Rather than being treated as lethal weapons of war, which they were for a very long time, it seems like a lot of game designers think it's a modern slingshot, lol.
Heck, look how long it took D&D to fix crossbows! (not until the black books in late 2e). But you can't tell me there weren't crossbow enthusiasts.
I still remember making a Fighter who specialized in a whip, thanks to Indiana Jones, Simon Belmont, and the witch hunter from Warlock (I can't recall his name now). "Surely", thought past-me, "the static modifiers will make up for the low damage, and I can perform neat stunts all the time!".
Then reality hit and I was tickling most monsters, and those "cool stunts" in the Fighter's Handbook involved -4 and -8 to hit penalties!
It is funny how "because gravity/physics" is usually invoked by the GM for use against the players. I remember a 4e game where the players encountered a fortified wall in the underdark, blocking their path, manned by Duergar crossbowmen.
One player ran up to the base of the wall and was dismayed when the DM kept shooting at him. "I've used crossbows", said he. "You can't fire them straight down, the bolt wouldn't stay loaded."
The DM was flustered. "Well, they have crossbows, and they're meant to use them, so maybe they have some special modification to let them fire straight down."
Now, I'm not saying there's anything wrong with that ruling in a vacuum. The DM is just trying to keep the encounter going. And maybe they don't know much about how crossbows work (I've never fired one, so I don't really know if the player was in the right here or not).
Now maybe the DM could have taken this opportunity to reward the player for their quick thinking, I don't know. Seems to me that the Duergar, if they couldn't use crossbows, could just throw down oil or other nasty substances on the player's head.
But imagine if the script was flipped. Player decides he wants to fire a crossbow straight down, DM is like "nuh uh, that's now how crossbows work". There's no recourse here, no matter how this would play out in real life.
I know GM's who would be perfectly content having enemies with slippers of spider climbing standing on a ceiling using missile weapons against the PC's without a second thought- would the player's cries of "but gravity!" be heard?
Just a thought.