In a game with optional lockpicking mechanics, designers must include chests and doors and such that contain treasure to justify the investment of (usually) finite skill points in an otherwise non-combat skill. This reward cannot be too generous however, as it otherwise moves lockpicking from being an “interesting choice” into becoming the only reasonable option.
If a player got midway through a game only to discover a plot-specific item or one-of-a-kind upgrade was behind a door they could not open, the player would be understandably upset. At the same time, without such incentives the opportunity cost of taking Lockpicking over other skills is usually pretty high.
In games with Lockpicking or Hacking, I almost always pour points into training these skills because the “what’s in the boooooooox” feeling is too strong, despite my inevitable disappointment that it’s just some ammo and currency of negligible value. But what else could the designers really do? It all seems like an inevitable Lose-Lose scenario the very moment you introduce the choice; I feel bad for leaving unopened containers behind, and am disappointed with what they contain.