I have been testing this extensively: picking pockets for thousands of turns (Gremlins in WDL comes to mind) raises artifact count. SPend some 100000 turns in there and you will have >20 artis generated, of which you will have pickpocketed only 3-4.
The artifacts are NOT present in the lair: acidball clearing of lair confirms that.
My suspicion is that it has to do with how the pickpocket mechanics work, and since I don't know it it is just a guess:
IF when pickpocketing, a random item is decided before, and then it is either given or discarded depending on its weight <10s, then it would explain this problem beautifully.
Of course, this isn't much of an issue for people who aren't gremlin bombing, but nevertheless it would be possible for an artifact or two to be permanently lost during normal gameplay.
I have 3 saved files that I can email to whoever wants to work on this that prove it. It is repeatable, time and again.