What if you can't get your picks into the keyhole?
I saw a lock that had a tubular key, and an airlock-like mechanism between the place the actual keyhole and the opening for you to insert the key. You would insert the key, and then activate the airlock-like mechanism which would transport the key to the keyhole.
There was then a mechanism to rotate the thing that was holding the key so as to unlock the lock.
The actual keyhole in this lock was never exposed to the outside.
They're probably breaking in hoping to steal tools to sell. If they had decent tools they would have already sold them. It's not impossible but well-equipped tweakers are far less likely than other kinds of thief.
On the other hand they're batshit crazy enough to try other means, why bother trying to break into a storage unit when you can chain the door handle to your (also stolen) car and rip the whole unit door off.