Thanks for all the replies. I've basically been doing it right then. I pickpocket what I can then immediately run a good distance away until they're done searching for the robber. It still seems kind of dumb to me that they don't notice me reaching in their pockets and stealing 6k gold, but after I'm done they immediately know they've been robbed. It's like not noticing a strong gust of wind at all but you do notice and complain about a slight breeze. In reality, if they don't notice my hand in their pocket and the movement/shift of gold in the first place, then they shouldn't notice immediately after, 100% of the time. Either you get caught in the act, or you succeed and get away.
I do agree that the stolen tag should probably only apply to the vendor you stole if from, or the immediate area around the market. If I stole something from some random npc in the dungeon of Fort Joy, how would anyone else know about that, even on the island, let alone elsewhere after you leave the island? Ah well, I guess it is what it is.
