Is this difficult for you to understand?
There are visible behavior differences between tourists and locals, including You who were from other part of Europe. If you could not see this point then only stupidity can describe such blindness (in your mind).
Locals are not the thieves targets. Although at Madrid I have seen a local in McD having a meal, when a gypsy with a young girl came in, the guy IMMEDIATELY picked up his backpack that was on the floor, and put the bag right next to him towards the inner corner of his seat. It goes to show you even locals are aware of such risk and act accordingly.
Your comments are very naive to say it politely... I actually can think of more appropriate words but not worth to create an argument...