Let's go the other way: runner at 1B, catcher throws ball at batter in the box intentionally - dead ball, runner cannot advance (thus eliminating anything resembling a delayed steal), no penalty?
Now we're getting into pretty third-world "what-if's"...
Why would a catcher purposely throw the ball at the batter to prevent a steal that isn't even happening yet?
Would you consider a throw "AT the batter" as a return throw "TO the pitcher"?
How would you react after I ejected your catcher for intentionally throwing the ball at the batter?
But let's say F2 is a particularly good actor and pulls this off, fooling the umpire, one time. Is she going to fool him (pick a number) twice...three times...four times...before she gets tossed out of the game?