Except for people like me who do not like mini games that rely on player skill rather than character, because they lack the neccesary physical aptitude.
I needed the skeleton key.
That's what the Auto-Attempt button is for. Bases your ability to open the lock on character skill, and takes player skill out of the equation. No need for the SK, just make sure to work with your Security skill and buy lots of lock picks.
Couldnt you have given it to Martin or have displayed it in your house?
That would imply your character willingly giving it up. Giving it to Martin would only make sense when A) you're ready to do that quest, and B
) you don't have any other artifacts that you care about less.
Couldnt you have roleplayed your character had a dislike of that particular Daedra and only did the quest so he could hide the key where it wouldnt be found for a long time?
Seems rather weasely, more like an excuse than a good reason. Thieves and Nocturnal tend to go hand-in-hand (she even lets the Thieves Guild keep the Gray Cowl after Dareloth managed to steal it from her).
Or that you were someone very interested in lockmaking and its intricacies and preferred the more natural 'feel' of a fragile lockpick because it gave you greater insight in the mechanics of a lock? (It did, without the key you levelled security faster.)
That's really the only explanation that would make sense, though it presumes the character is more interested in the lock itself than what's behind it. Or that they're just masochistic/prideful about it.
You assume that an item given is an item you cant ignore
Not at all. If I can come up with a good reason, that makes sense and is not BATW, then I have no issue whatsoever with ignoring it. My issue is just with items that need to be ignored (otherwise they could break gameplay), and the only way to do that would be to break roleplay. If you can come up with a reason to get rid of it without honestly breaking roleplay, then that's great. That's how it should work. But if you can't, you're just cheating yourself, and I don't like cheating myself when I dont intend to.