Why doesn't America have pickpockets?

Whenever you visit Europe people always warn you about pickpockets, especially in tourist areas, but I've never heard of that ever being an issue in America, even in bigger cities. We have muggings and shop lifting, sure, but not pick pockets. Is there a specific reason for this, like the widespread availability of guns making it easier to rob people? Or do Europeans warn each other about avoiding pick pockets when they visit NYC?

Please don't say anything racist about the Roma.

Edit: I know that some people do get pickpocketed here, but I meant you barely ever hear about it compared to Europe.