You are walking to a subway station or mall and you see a sign. “Watch for your wallet. Pick pocketing in the area”. Instinctively, you check to see your wallet is OK. That let the pickpockets know where you keep it and they will then follow you a few blocks, until you get to a busy place (train, bus, line-up), where they can successfully operate.
How to avoid: don’t ever think it can’t happen to you!