I wouldn't expect crime in general to take a winter break, but if the weather makes people cover everything with multiple layers outdoors, I wouldn't be surprised to see pickpocketers, specifically, move to indoor places where people might remove those outer clothes and provide easier access to the pickpocketable stuff. Or to move to locations where people are more likely to be carrying bags, etc, that can be picked in any season.

Thus if Reindeerflame was hunting for pickpockets based on where they've been reported (in a tour book) to be in the summer, but he was there at the opposite time of year, the pickpockets may have indeed moved elsewhere for the winter.