I commend you for coming here to try to find some hope. Unfortunately this isn't a regular theft and here's why: He took an unreleased product and ANOTHER company caught him.
By taking something that is not yet available to the general public, he compromised millions if not hundreds of millions of money that Microsoft put in to developing the game. They don't make games on the cheap. Additionally, Microsoft's competitors could have gotten an unfair advantage.
What you should be worrying about is a lawsuit for civil damages.
Years ago a box burst open and dozens of gourmet honey buns fell out. I was starving! So I ate one and put the rest in a weather bag and gave it to the clerk. But let me tell ya, I was on edge for days. Over one honey bun! I never did anything like that ever again because every month my center makes a show and has the cops put someone in the backseat in cuffs. The stress wasn't worth it!
Because Microsoft caught him, UPS will terminate him. There's no question. If the company caught him, it MIGHT have been resolved at the Center Manager level if they knew his character. The Union is just going thru a formality in filing. It's a matter of when.
I pray you and your family can rebound and something better will come along because you don't deserve this. You simply don't.