I thought they did if you perked up lockpicking...
Not that's actually comparable to the lock's difficulty level, unfortunately.
Lock-vs-loot is something of a catch-22: if you scale the loot to the lock nobody would ever waste time with a non-door lock less than Expert as it wouldn't be worthwhile, but if you don't scale it then most locks above Apprentice tend to have contents not commensurate with the effort needed to pick the lock, making
them the ones not worthwhile. The presence of leveled locks doesn't help either, since they rarely guard anything of value, which means that while one character cracks an Adept lock at level 8 another cracks that same lock set to Master at level 28, but both get much the same reward since the contents don't scale.