To be fair, if you're needing to stuff a lockpick up where the sun don't shine, you're a criminal to begin with, and thus it shouldn't be a moral issue.
I'm okay with killing a random stranger and stealing all of his things...
But when I lack the funds and fighting skill, and have to go to the big house...
There's a moment where I look in my pack and see that one [censored] of a lockpick and all I feel is shame...
Why? WHY did I do this to this? In the name of FREEDOM? Well whoopdy damn doo I just broke the damn thing trying to get out anyway.
After a minute or two of pacing the cell I finally break down and sleep my time off.
When I wake I'm free at last.
And even though I'm weaker and less skilled due to my time there... The only thing putting a frown on my face is the 34 returned lockpicks in my pack
SHAME! when I open a locked door
SHAME! when there's a chest I want in
Shame is all my character feels the rest of his life.