The wiki does talk about the limitations of Rubick's spell steal, and it does provide a list of spells Rubick cannot steal:
Cannot steal passive abilities, item abilities, or active attack modifiers (except for Walrus PUNCH!).
Cannot steal spells which have no use on their own (aka sub-spells, such as Launch Fire Spirit or Shadow Poison Release). Sub-spells are always stolen with their main spell. Some sub-spells when cast allow their main spell to be stolen, while some have no effect.
Can only steal from heroes (including clones, excluding illusions).
Cannot steal the following spells: Quas, Wex, Exort, Invoke, Assimilate, Mischief, Morph, Walrus Kick, Mortal Strike and Vampiric Aura.
To explain why Rubick cannot steal Aghanim's Scepter Synth:
Aghanim's Scepter has an active ability for Alchemist, allowing him to cast it on allied heroes (excluding hero clones and illusions).
When equipped by Alchemist, the scepter itself gains this ability. So Alchemist's Aghanim's Scepter Synth is an item ability, not a spell. This is why Rubick cannot steal it.