It depends of the shop owner. Some are very easy to steel. Like the merchants in the underdark or the guy on the second floor of Gaelan Bayle's house. Also, if you look, in your game manual, the disavantages of wearing an armour on your thievin skills, you'll see that you will have a big penalty. So take it off. The gloves of pickpocketing also help.
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See the ravaging effects of smoke!