Rorschach would never become a pickpocket in any sense of the word -not even as a child- for the same reason that he would never take money or valueables from the criminals he takes out: This simply does not attune with his stern sense of morality. Zero chance of that.
When he takes something from Dreiberg, Veidt, or Molloch (the only ones we do see him taking anything from) it:
- Involves small, cheap, items lying around, such as a can of beans, sugar cubes, an egg, postal stamps, or a bottle of "Nostalgia";
- Is done in plain sight or, at least, without any obvious attempt to conceal the fact, most of the times consuming the item right in front of the owner;
- Ignores far more valueable items or maybe even plain cash that could very likely be obtained if he were to search the premises but a little more.
It seems that, to him, the taking of such items is the equivalent of taking candy from a jar in someone's livingroom coffee table, sugar packets from a restaurant table, paper napkins from a diner, etc. Also, he takes more things from Dreiberg, who is not only a friend, but also relatively wealthy, and not so much from Veidt and Mollock (basically, stamps and an egg, respectively).
I think that's one of the most prudent things in this discussion.
Often times Rorschach's taking food from others is used as evidence to back "stealing"
Where as in reality... no one would really mind sugarcubes, stamps and stuff being taken. Theyre just such trivial items.