Update:
It wasn't pickup, it just happened again on a different Zigzagoon with Quick Feet.
It was a Seedot with hidden ability Pickpocket, unfortunately I didn't pay attention to the battle log and only noticed it after defeating the Seedot.
This time I left Shadowplay running so I have a video:
https://youtu.be/LfZpqg5t_Ss
Thief, Covet, and Knock off only steal/remove the item for the duration of the fight if I recall correctly so is it intended that Pickpocket doesn't?
If it isn't I would really like to get those 2 Leftovers back, though I understand that that might take a few weeks.