It's super rare in practice, because lockpicking is a high-skill sport, and most criminals are not doing crime for the skill or the sport of it.
Theft almost always relies on doors that weren't locked in the first place, chains that were locked but easily cut, or simply going Kool-Aid-man through a wall or a fence or whatever. The fact that locks CAN be picked for sport has nothing to do with how often they ARE picked in the real world.
Knowing about locks, though, gives you the advantage of a bunch more knowledge. Like how common the CH751 key is, or how stupid the "TSA lock" idea is. Or understanding why you shouldn't post proud photos of the key to your new house on social media. (If I ever do this, I plan to troll the audience by dangling a 1284X in front of the camera.)