I think the idea of just shooting the lock off came about from the idea that our character had nothing else available. Like what average street criminal goes about with breaching rounds? And in the movies its often in a pinch. Breaching rounds are used by military and swat because they are equiped and prepared for that possibility, just like a professional theif is equiped with lock picking tools instead of a glock (or at least their glock isn’t used on the locks).