The singer is comparing his heartbreak to a bank robbery. He is stating that his girlfriend stole his heart, just as a robber steals from a bank. On an emotional level, he seems conflicted over running from her love or constantly trying to win her back. He can’t forget about her despite obviously attempting to do so. So he deals with the fear experienced from being avoided by the woman he loves. It seems clear that despite what he is going through emotionally, he would very much like to get addressed romantically by this lady.