i ask my follower to pick a lock or steal something and they refuse.

Pick locks yes.
Stealing? havent tried that one.

Really? You don't get the bump to your Lockpick skill though...or do you?

:tes:

Picklocking is the most overrated skill in Skyrim.. being able to picklock master chests with a skill of 10 only to find 10 gold inside nuff said!

If it is within their skill level, yes. I have had followers pick locks for me several times, but they do refuse if it is a higher level lock.

This part confuses me. I think it might be situational as well. I have Marcurio the BEAST OF ALL MAGES following me and he picked all the master/expert chests down in the thieves guild. Then later in a dungeon, he wouldnt pick an expert chests. Not sure how it works exactly.

Honestly, I don't, either. Do you have any lockpicks on you when they refuse?

Has anyone actually tried to get the "Townsperson" Followers (Adelaisa, Sven and Roggi) to do any Smithing, Enchanting or Alchemy? Unlike the other Followers (and one Companion that has Speech, of all things, as a Skill), these three have nothing but crafting skills.

I strongly suspect that the fact there is no Follower with the Lockpick Skill and there are no Followers available from the Thieves Guild hints at a future DLC.

It might be a conflict with his beliefs. Some followers do not like it if you pick a pocket in front of them, some don't like it when you loot from tombs. The mercenary from Solitude is always getting bent out of shape when I pick up anything in a Nord tomb but he loves murdering Stormcloaks with me.

Nope, but I'm fine with that, I do not want lockpicking on my paladin

Also, making your follower break in or whatever is still a crime btw (logical ofcourse).