Of course. These are upstanding FBI agents we're talking about. There's no way one would ever cheat or steal or blackmail anyone.
http://www.cnn.com/2015/03/30/politics/federal-agents-charge...
This has been tried, and works about as well as you might expect: https://theintercept.com/2015/09/17/tsa-doesnt-really-care-l...
https://chicagocrimelaw.wordpress.com/2008/07/28/this-week-i...
The FBI simply wants the digital world to mirror the physical world and a 100% unbreakable physical lock is almost impossible to produce in the physical world. It is easy to see why they would want that to be true in the digital world.
https://www.aclu.org/blog/free-future/one-fbis-major-claims-...
[EDIT for added link]
What if the safe has a self-destruct mechanism for the contents in case of breach?
Modern encryption however is changing the game. It's no longer true that security is just a matter of perception. It's becoming a reality and that makes for an interesting and bold new world we're entering.
What did they do?