In which case you need to check out the lockpickinglawyer. Sure, not everyone has that level of skill but it is conceivable to self learn and be competent to a point where lock picking is practical.
That guy picks locks faster than I can find the correct key on a ring.
However, picking a lock still requires a short period of being unobserved. This may not be the case in for example an office building. Taking out a key and unlocking the door is an absolutely normal act and few people would notice. It even adds an air of legitimacy - that person has a key, they’re likely allowed in there.