That's the whole point of having the option to choose which skill to level up.
Would be pretty pointless if you could max out every single stat.
And btw. I bet there are still a lot of skill books in the game about lockpicking that you didn't found yet.
http://fallout.wikia.com/wiki/Tumblers_Today
Or maybe even the lockpicking bobblehead:
http://fallout.wikia.com/wiki/Bobblehead_-_Lockpick







