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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