iron,
while i can't respond to your initial reply "Because I don't use those kinds of skills." or refute your contention "Reason 1: It's a dishonest trick for weak souls. (even if it is just a game)" - because that's a purely personal choice (though i have to admit laughing a bit - 'i won't rip someone off, it's immoral, but i'll murder them!' ha!!! <img src="/ubbthreads/images/graemlins/stupid.gif" alt="" />).

i can tell you that pickpocket is not simply an 'either' 'or' proposition. skillpoints are sellable and thus re-distributable. there are plenty of threads here describing how to go about this.
with this ability (to sell and re-distribute), you truly can eat your cake and have it too. <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" />