Blue
Ravenous Bugblatter Beast of Traal
Let's not lose the thread here: My objection is in asking for an ability check before I describe what I want to do, not to simply describing the environment without an unprompted ability check. The rules lay out what describing the environment is all about - where the adventurers are, what's around them (which I would reasonably say includes 50-foot-tall letters that spell something out), and presenting the basic scope of options that present themselves - and when the DM may ask for an ability check.
I would say the possibility of pickpockets needs to be telegraphed in the description of the environment (either before or during the scene) in order for the player to make a meaningful decision about it and for the challenge to be fair. After witnessing larcenies in other scenes or being informed by an NPC that the City of Thieves is no place for the unwary, a canny player might say he or she is keeping watch for hidden dangers while traveling the city in which case the DM can use a passive Perception check to resolve uncertainty as to whether the pickpocket is noticed. Or, failing some effort at telegraphing, the DM can simply ask, "While you're traveling the city, what sort of ongoing activity will you be engaged in?" as one might when the PCs are traveling through a dungeon or in the wilderness. A wise PC chooses to Keep Watch unless some other activity would be of more benefit than losing a few coins to a pickpocket.
To do otherwise is to effectively resolve the challenge based on what the player chose during character creation and/or advancement in my view, not what he or she chose to do while playing the game. I believe it should be a bit of both.
The PC lives in the world. You don't penalize a PC if the player doesn't tell you that they are going to breathe. Same way you don't assume that a character has no chance to notice something they aren't expecting just because they aren't being specifically vigilant.
I personally can be working at my desk, in the zone so not specifically paying attention, and still hear someone come up behind me. Or not - which is why it's a check.
(And yes, I've noticed cleaning staff when there late, even though it wasn't telegraphed that there would be anyone in the office besides myself.)
The concept that resolving a challenge should be based on both character and action is a really good one. But: (a) don't let it blind you that is the only option. If you survive a jump off a cliff to escape certain death may be completely dependent on your character creation choices. (b) don't confuse resolving an issue, which is an active thing, with giving the player the amount of information their character would notice.