Mesh Textures property works only on AI meshes - not objects.
If you want to have textures replaced on objects, you need to apply one of the TxtRepl r0 (r1, r2 or r3) properties instead. (they're in the Shape menu)
However that works differently to Mesh Textures. Your object model needs to have actually replaceable textures applied in the .bin file. Their names goes respectively: REPLACE0.gif, REPLACE1.gif, ...., REPLACE3.gif. These are standard Thief textures - you'll see they're just a placeholders, with a respective number on them.
Regular textures cannot be replaced using TxtRepl r0/1/2/3 properties.
Also, make sure, that your new textures sit int the obj/txt16 folder, for them to be found.