I doubt very much whether this, or any other common or garden pick pocket, knew that this was a faberge egg! In fact, I'd be amazed if he knew.
What they ususally do I guess is take stuff into a pawn shop but that would have rung huge alarm bells and the proprietor would have had to call the police. But he didn't take it to a pawn shop. Another reason I believe it's somehow an inside job.
And how was he caught? The plot thickens.