Alfred's claim about the thief in Burma and the Joker is:

"Some people just want to watch the world burn."

Explanation:

This question refers to Alfred Pennyworth, a character in the Batman comics and movies. The scene described appears in the 2008 movie.

In this scene, Alfred is talking to Bruce Wayne when he gives him the example of a thief in Burma. This thief dedicated his life to raiding caravans that transported precious gemstones. Alfred and his colleagues believed that the man's ambition was to be extremely wealthy. However, they later realize that the man did not care about the value of the gemstones. Instead, he simply enjoyed the thrill of killing and causing suffering. He compares this behaviour to that of the Joker, and argues that "some people just want to watch the world burn."