They also allow you to distinguish legitimate operations. Maybe that armed guard isn't sophisticated enough to realise that your ID is fake, but they do know that you're supposed to use a key to open these lock, you were not supposed to turn up and smash one open -- which means that maybe you're not who you say you are after all and best you stay right there while they call somebody.
Easy picks can mess with that. If I can open this with my tools in two shakes of a lamb's tail because the tolerances are far too big probably that guard doesn't notice, whereas if I'm there heaving and grimacing for ten minutes, or I need a sledgehammer or an angle grinder, they'd have to be completely moronic not to realise I'm not on the up-and-up.