Since the miners don't have the correct private key, they will be unable to provide the correct signature for the transaction that they use to "steal the funds". Therefore, everyone else on the network will reject their invalid block which contains the invalid transaction. They will have wasted their time and money and they will have accomplished nothing.
As i know, witness data contains signature. So, miners
could do that without private key if i understood it right.
Here is good topic about it -
https://bitcointalk.org/index.php?topic=1434842.0