GM mode has a story goal at startup that shuts down the crime system. I'm betting that's why pickpocket is failing.
In __GMStart:
IF
GameEventSet("GAMEEVENT_GameStarted")
THEN
ShutdownCrimeSystem();
GoalCompleted;
This should probably have some kind of check against gamemode like :
IF
GameEventSet("GAMEEVENT_GameStarted")
AND
GMCampaignModeStarted("Play")
THEN
ShutdownCrimeSystem();
GoalCompleted;
I dunno. I'm not really a coder... it just looks fishy to me. :-/