A locked door is the proverbial red rag to the bull that the player is in any given game. Something's hidden behind that door - some extra content, or a little cash, or a secret, or a cool item they'd want to have for their character/party. Or maybe it's just a teapot they'll steal anyway, and then sell to some vendor - it doesn't matter. If it's locked, it has to be unlocked, and there are very few players that will just leave that door fucking be. It can even COST them XP to open it, but damn it, they will do it. Sadly, these days the devs provide either just one way to tackle the situation, or they make the other option so lackluster while the "obvious" solution is so easy that the player will always go for the obvious path anyway, thus giving the "telemetry"-centric devs to later complain about uselessness of adding multiple solutions and just stop bothering.
So how about making different paths more interesting for the player while limiting the availability/usefulness/universailty of lockpicks? If a game has alignment trackers, then a Good character's alignment would slide towards Neutral gradually, or Lawful towards Chaotic. Of course, this is active punishment for choosing just one path, but if the designers made multiple paths available, then the player has to be actively guided to look for different approaches, rather than locked one way or another.
Have a character sweet-talk his way into that storage. Fool the guard into checking what's inside and sneak in once he's opened the door and stepped in. Get him drunk. Seduce him for a snog, then steal his key and his wallet. Knock him out. Find the reserve key from "totally inconspicious" medicine cabinet in the office (and loot the meds while no-one's looking). Bluff your way in by demanding the key and succeed the stat check. Kill the guard and loot his corpse.
I mean sure, if it's a choice between sticking it in and fumbling for a couple of seconds for AWESOME, or trudging around looking for that alternative way in for half an hour, I pretty much know what I'm going to do. But if it's actually rewarding/supplementing a player's playstyle, whatever it might be, then why the hell not? The only constraints are time and money, but if these are not in the way too much, it adds a lot of value to have all these options. And yeah, one way of getting towards fixing the issue is simply to not reward the most obvious solution, or to track the way the player works, and at some point, have his solutions "peak" and stop giving maximum benefit for his play style, or have them become more expensive/complicated as the game progresses.
However, one thing that's actually important in multiple-option games to begin with is to actually make the player aware that these options even exist. Yeah, it may seem obvious, talk to the guard in a certain way and get what you want! Of course! However, the way the industry's been working lately, even the most open-world, big-budget titles are really locked into some very obvious pathways, so a player for a more "budget" title will have no idea what to expect at all. "Really?", they'll wonder, "They added a way to lockpick, lie, kill, seduce AND bluff into this 20-dollar title? Holy shit! And it doesn't even have VA! What is this foul magic?"
But yeah, all of the above applies to projects that have enough time and money to implement it. This isn't an approach for a Slam Dunk or EA Rush.