classic case of repression me thinks.
you repress certain memories/part of memories, and it seems different to what the reality is - a very common psychological twist when it comes to studying memory.
basically, you will have had somebody near you, to pick pocket you - how else would it have been possible?
however, for something to pass into your short term memory store, it has to be encoded. and for this to happen, according to Atkinson and Shriffer (I believe it was these two psychologists) and their model of memory, you have to concentrate on the sense involved before it gets encoded into your memory stores - be it short term or long term.
Now, due to you nit paying attention to every single person around you, you would not have encoded the memory into your sensory memory store, and would not have transferred it into your long term memory - affectively being forgotten, or not even encoded to begin with.
In simpler terms, magicians use this "technique" all the time - misdirection. Due to the fcat that they do not pay attention to something when a sleight is being executed, for example the top change, it shall not pass into your sensory memory, and therefore doesn't get transferred along.
Now, the reason for explaining this in this much detail, if you could be bothered to read it, is simple. The fact is, you were pick-pocketed - you just didn't feel it, and therefore the memory didnt pass through your senses into your memory store
So, that's how it was done
