The Victorian era (and before) was chock full of ladies’ pockets. It’s just that they weren’t sewn into the garment – you’d have a slit in your skirt, and use a waist pocket like this that was separate and worn beneath your outer clothes as an undergarment. You’d line up the slit in your pocket with the slit in your outer garment.

A bonus was you could misalign the slits to easily thwart pickpocketers whilst travelling.

Women losing pockets to fashion is a fairly recent thing, actually – since the early 1900s when slim, body-conforming things like pencil dresses and trousers entered the scene, and natural, non-bustled hips being on display became cool. The secret pocket turned into a handbag, because women were still expected to carry all and sundry in order to keep their face and hair fresh all day; men weren’t required to carry more than a few paper goods, whereas if a woman couldn’t reapply her face and lips all day, a scandal might ensue. Lipstick, powder, and other accoutrements take up more space than a pencil dress allows without ruining the silhouette, so handbags were just assumed. And if you assume handbags, what use are pockets that might ruin the figure?

Nowadays, couture fashion assumes handbags for the same reason architecture assumes lifts. Why ruin your design with 12 staircases?

I want pockets, too, but anyhow, thanks for coming to my TED talk.

Private purses: women's tie-on pockets - Recollections Blog

A look at tie-on pockets and other ways that women carried their trinkets in the 19th century.

Recollections Blog

Womens clothes with pockets are still available, but usually harder to get and less stylish, and thus women often end up picking other preferences over large pockets.

They might want pockets, but they end up preferring easy availability, style and low price over pockets.

The same thing can be seen in other product categories too. People (used to) often say they want a small phone, keyboard phone or phone with really long battery life, but in the end nobody would pay more or sacrifice other qualities over one of these types of phones and thus they went out of fashion.

To be fair, it’s really hard to design fashion that’s stylish AND has pockets.

It’s hard enough to design something that looks good on a variably sized and kinetic shape. Now make it look good and have storage.

I can assure you that it can be done with relative ease, for example I usually wear cargo pants, anime/metal/old CRPG tshirts, with a Czech military field jacket. I have all the pockets and make it work damned well, but I’m also five foot five and look like someone who would try to steal an mrap if I found one unprotected so your mileage may vary.
We might be twins.