I wasn't thinking anything large-scale: a small EMP device can apparently be built from off-the-shelf parts, yielding a pulse which would only harm electronics

I wasn't thinking anything large-scale: a small EMP device can apparently be built from off-the-shelf parts, yielding a pulse which would only harm electronics in close proximity - I was thinking of burglars instead of pranksters. You are indeed quite correct: the lock isn't always the weakest link, but may be the one that's easiest to break without attracting much attention - breaking through a door tends to be very noisy, and hard to conceal; a broken lock may not be apparent to casual inspection.