Well if you watch videos like Lockpicking Lawyer they make it seem like a skilled person can open a typical door in a few seconds. Though he's probably pretty experienced compared to even the average locksmith or spy.
If you learn a lock you can open it quickly when pressed, but most pick-resistant locks are quite troublesome to open. If you can't bump the lock or use a pick gun and the area is not secluded it may not be reasonable to pick the lock.
And I think that's the issue. It was a foreign lock they weren't familiar with so didn't have one to practice on. It was apparently easier to copy the key.
