Pick-pocketing is basically a form of street magic (used for evil) so I think it is understandable that it delights people in a way when they aren't the victim. IIRC one of the characters in the remake of Oceans Eleven was introduced as a pickpocket. In fiction they are like jewelry or art thieves dressed in all black repelling down into a museum.

Now when you're just trying to walk down the street and some kid gets your wallet, it becomes a wee bit harder to appreciate...