Lol so true. The economy is such crap that they outnumber honest folk.
But I have some other questions:
Why do wolves carry gold?
Why are there candles in ancient tombs where nobody has gone lately?
Why are there candles in the caves of the BLIND falmer?
Why don't bandits run away when all their mates are killed?
Why is Nazeem such a dork?
1. The coins are undigested remains of some of their victims. Coin-purses tend to be made of leather or plant-fibers, which wolves like to chew on. They sometimes swallow a few of the coins inside.
2. The Draugr maintain them.
3. The Falmer like the warmth?
4. They think they'll be the lucky one to bring you down. Some do run away, when their morale breaks.
5. Because he's Nazeem. It's what he does.
A mine is a really poor choice for a residence, it′s dark (ok...not in the Skyrim world of endless supply of light sources), the air is hazardous, risk of falls and falling debris. It seems as a really poor hideout too since if I was looking for bandits in Skyrim, a mine would be the second place I would look (after checking out the fort). Better to hide in a mill...no one ever seems to go inside those and check.
Bandits generally have a purpose in the mines, as we've discussed.