I would suggest reading up on ancient locks and ancient lock picks and even ancient lock traps ,.... you can find threads on the internet that do cover these interesting items and books at your local library also, because these things were actually used,(lock traps usually poisoned, but never common) and lock picks are and always have been notoriously easy to break especially when you are hurrying/scared/nervous/new to their use

In terms of traps, probes were nice. I really want to see how players can set traps for NPCs.

Nah, it'd probably mean another lockpick mini game, as well as the return of the enchanted chest, which although they are a good idea I don't think they were sophisticated enough in morrowind to make them anything more than annoying, did anyone actually die from an enchanted chest? (without saving beforehand, of course). But maybe if they had the enhancement/trap that say, paralyzes you to the spot and then alerts the guard, the probe/trapped chest may have a place.

In terms of immersion I would have to say yes, but wont feel at a loss without, but they were fun for me as a thief, and I always build at least 1 thief character.