As someone in a similar field, I can attest that physical security of computer resources is becoming more of a concern. Mostly related to drug crime, smash-n-grab sort of stuff, you have to make sure your stuff is locked down and not easily hauled through the window. Quality of locks rarely enters into it. Quality of installation, door framing, door material, those tend to be bigger issues (who would pick a lock if a swift kick will get you in the same way)
Lockpicking is a good skill to have, but far from the only one. At best it lets you know what to look for in terms of good vs bad locks for the situation (and maybe enough skill to pop one if the client says 'prove it').
Physical security demands knowledge from a whole host of fields. Engineering, Architecture, construction, business modeling, physics, just about everything you could think of can be needed. You'd do better to read up on construction techniques and standards than lockpicking.
All that said, having a set of picks in your bag o' tricks could be useful, but I highly doubt you'd ever need them. For the most part, when I've had to use them is when the secretary can't find the key to the server room.
BTW, I don't claim to be an expert in physical security to my clients, however I can offer advice on what I do see if there's anything that leaps out at me. A nice little value added service