If the words used were "beware of" then I see the case for a reprimand but if, as stated in the OP, the words used were "be aware of" then there is no case to answer.
The first is a warning and the second is advice that whatever follows is there and cannot be taken as defaming any individual or group simply because there is no warning or negative qualifier present.
For example - Beware, the signal is red - Be aware that there is a signal after the next curve.
Eh?
You need to be aware of the signal because you might have to stop. It is a warning.
You do not need to be aware that there is grass in the field on the right of the track, or that the station sign in painted blue.
You would only say 'be aware' if it is a potential hazard.
Clearly passengers should 'be aware' of pickpockets. But suffixing that with 'and gypsies' is stupid, because you can guarantee that the announcer does not even know that the people he is warning about are in fact gypsies, he's just stereotyping. Does he mean Irish travellers? Does he mean Romanians? Does he actually mean some other group of Eastern Europeans who he assumes are gypsies, but aren't? Who really knows.
It's not clear what the distinction he is making is anyway. 'Be aware of pickpockets' - they might rob you. But presumably he is intending to say the same thing about gypsies, that they might rob you, so it's basically the same warning twice.
At least if you warned about 'black pickpockets' or 'female pickpockets', then that would help people with narrowing down the suspects (assuming in fact that there were known to be pickpockets in the area of that description).