This is a known issue, and will be patched soon. In EE, enemies would actually wander around and look for you. No idea why they don't anymore, but Swen already said that they plan on adding it back.
If you pickpocket people they can and will start to search around. Making Sneak less broken is a good thing of course... but that'll probably once again send the AP-inefficient Guerrilla back to the trash heap.