Is there a way to avoid being robbed when heading to the dealer?
The thief appears when you reach a "certain" amount of money in your possession.
Each time he steals, this trigger amount increases. So, the more he steals from you, the rarer it will be to see him appear.
If you really want to get rid of the thief, there is a possibility to deactivate it in the cheat room (pass the "cheat" door in the CGroom).
In a future update (but not in the next one), it will be possible to "negotiate" with the thief so that he doesn't take all the money from Lolita.
Beware however, to see the CGs with the dealer, you need to run out of money (and be addicted to drugs).