Well Evan, I know from experience if the police are called in Ontario to a residence for a break in with no visible signs, a specialist officer is called to scene to check for "other methods" of entry, including checking for the locks being picked, bumped, etc. If the local Police are not willing to do this, insurance companies have a "claims officer" show up and check on things- after all, no insurance company wants to pay out, and will do their best to prove what really happened before payout.
Also, it has been proven many, many times that bypassing/picking/defeating a lock does leave easily identifiable evidence, if you know what to look for. (which police and insurance companies do know)
Sorry to hear the American system does not have any methods dedicated to trying to find out how a place was broken into... Kinda strikes me as odd...
And finally, as I have said before in other posts, actually having your residence broken into by someone (randomly) picking a lock- slim to none. It takes too much time compared to other methods of getting in. (plus, most people do use secondary security methods, including a audible/monitored alarm system) which even after a lock is defeated, would alarm.