i'm on the 360, but, absolutely agree.
who cares if the picks are unbreakable if you still have to go through the minigame. lockpicks are infinite and so unbreakability is worthless.
are you guys telling me that the skeleton key and perk don't open all locks automatically and that i still have to do the mini?
Yes. Nothing in the game will "auto" unlock a lock. The mechanic doesn't exist in non-modded, not-cheating games. You ALWAYS have to go through the mini-game. This is justified because there is nothing important in the chests anyway. Just a little more gold, a potion, reagent or something not needed to finish a quest or the game. This seems like a cop-out to me, but that's what they say.
I'm on PC, so I just use the Alteration skill levels from Oblivion, and if I would be able to cast a spell for it at that level, I hit the ~, select the locked item and type "unlock". Or I just If I'm playing a warrior, I do the same and assume I bashed the lock, like in Daggerfall.