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I think multiple checks for picking locks makes sense if we're talking about pin an tumbler locks, since you have to set all the pins to the correct height in order to pick the lock.
Given that pin tumbler locks are a 19th century invention, (and the kind you are probably thinking of mid-19th century), you probably aren't going to be encountering them on Golarion.
The best you are likely to encounter are lever tumbler, (TBH even those are pushing it a bit), but even a basic warded lock can justify multiple checks, (as you maneuver the pick around the wards). Another reason for requiring multiple successes would be locks with hidden and/or false keyholes, (something that was done before the various types of tumbler lock were invented).
More complicated warded lock setups can even justify having setbacks in the rules: Consider a lock with two keyholes where unlocking #1 will re-lock #2. A critical failure there can represent doing #2 first then discovering that you have to do it again.