There is a specific NPC who cannot be pickpocketed, and attempting to do so leads to some odd behaviour on part of the player character. The PC will walk next to the NPC, pause in middle of the walk cycle for a second and then just stop. Alternatively, doing this when already standing next to the NPC will cause the PC to walk in place for a second and then stop. The NPC in question is in the Drop Zone, on the screen with the entrance to the Gauntlet. The specific NPC is highlighted in the attached screenshot.