“This marmot has been with you this entire time. He's that good.”
Even though the tootip on this pet says "Pickpocket" as the acquisition source, you don't actually pickpocket the pet itself. Instead, after a short quest chain originating in the Rogue Class Hall, you gain the ability to pickpocket common to epic items off mobs that are changed to a special currency, Coins of Air. This special rogue currency is then used to purchase rewards from Griftah. This pet costs 10,000 Coins, is cageable and can be sold.