To be fair most american houses are built such that a reasonably burly person could punch through the wall. I’ve seen friends leave big holes in the wall just from falling down some stairs. Glass windows also are easy to get through.
The problem with lock-picking is that it doesn’t leave signs of a break-in.
However I’ve heard fun stories from my part of Europe where most people live in apartment buildings and own their apartment. Armored doors are a popular upgrade.
But nobody upgrades the thin brick wall holding that fancy $3000 armored door ... you can guess what started happening as thieves realized the doors are too difficult and a window on 5th floor isn’t very accessible.
And also from a darkweb guide to burglary. "Cut a hole in the door and the alarm won't go off"
Sorta. Lock picking will leave marks/wear that no key would. So I recommend everyone try to pick their own lock today to make it look like someone picked it for up-to-no-good reasons.
Sure, some locks won't care. But there are some that can permanently jam pins if you don't know what you are doing (and, in some cases, even if you do).