Hmm, have your tried waiting or travelling after you picked the locks?
I'm ashamed to admit it, but that was all it took. I traveled to Markarth, and waited till night. Then I could increase the skill.
I'm wondering if it's caused by the Skeleton Key. I don't think it is though.
No, as I said, I could increase my skill to 93 before this happened. When I loaded I was stuck at 91.
So, you can't increase the lockpicking skill by picking the same locks all over again?