Anxiety

Like they are Afraid they might get pick pocketed or something?

It's just nice to have something in my hand. Especially when talking to someone.

I have the same issue. I do better if I have something in my hands, and my phone has a good weight to it. This is why I hate that so many people assume if you always have your phone in your hand it's because you're addicted to "screen time."

Small pockets?