are you sure?
because I have found that when you pickpocket someone's active weapon, that weapon is not added to your inventory.
you can see whether or not it is an active weapon by looking at what they have to trade before trying to steal from them.
If the weapon is in the trade screen, you will be able to add it to your inventory when in pickpocket mode.
if it isn't, the weapon will disappear when you pickpocket it.
not sure if this is intentional or not, but it's quite consistent.
