Tested on a CCS with pickpocket explicitly called, on CCS without it but with pickpocket selected in the "before major actions" bar, and with pickpocket selected calling attack with weapon.
The whole "before major actions" bar is only used for simple combat actions. CCSs overwrite that behavior. If you use a CCS and still want to use those actions, you need to include a line that says "special".
Mafia won't try to pickpocket in several cases, including if the monster will usually hit you. To force a pickpocket, create a CCS that uses the KoL Macro version of pickpocket:
