I don't have any definitive answer for this, but I did notice something when looking at the etymology of these words in the Oxford Dictionaries:
Old English thiof, theof, of Germanic origin; related to
Dutch dief and German Dieb, also to theft.
Old English leaf, of Germanic origin; related to Dutch loof and German Laub.
Late Old English cnif, from Old Norse knífr, of Germanic origin.
Old English lif, of Germanic origin; related
to Dutch lijf, German Leib ‘body’, also to live.
Middle English: from Old French chief, chef, based on
Latin caput ‘head’.
Early 19th century: French, literally ‘head’.
Mid 16th century: from hand + kerchief.
Middle English kerchef, from Old French cuevrechief, from couvrir ‘to cover’ + chief ‘head’.
So, it sure looks to me like the words that come from French (Chief, Chef, and Kerchief) do not change the F to a V while the words of Germanic origin (Thief, Leaf, Knife, and Life) do.