 Why was Humphrey being pick-pocketed so much?
The pockets of Mr. Humphrey Fownes were being picked outrageously. It all went off very smoothly, like a game of put and take—the sole difference being that Humphrey Fownes had no idea he was playing. Humphrey Fownes strode through the puffs of falling glass still intrigued by a temperature that was always 59 degrees, by a humidity that was always 47%, by weather that was always Optimum. It was this rather than skill that enabled the police to maintain such a tight surveillance on him, a surveillance that went to the extent of getting his fingerprints off the postman's bag, and which photographed, X-rayed and chemically analyzed the contents of his pockets before returning them. Lanfierre was almost proud of Humphrey Fownes.
 for Lanfierre to get to know Humphrey's personality better
 to plant information necessary to arrest him  it's a typical behavior in this city  people typically pick-pocket him because he's distracted  for Lanfierre to get to know Humphrey's personality better