After coming to realize it is impossible to do with a macro, I began to search the all mighty interweb.

I came out gloriouse, and found this: http://wow.curse.com/downloads/details/6969/

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The
addon turns Auto Loot Corpse (see Basic Interface options) on when you
stealth, and off again when you unstealth. This allows you to auto loot
when you pickpocket.

As of version 0.3, autoloot is turned on when you use
pickpocket, and off again when the loot window closes or your
pickpocket was resisted. So it's ok to open chests while stealthed and
not auto loot it all.

0.6 - it now remembers how much money you've been
pickpocketing.. use "/alp" to display the total, "/alp reset" to reset
the count back to 0.

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