You too, huh? A few weeks back I deleted a character to go through the campaign again, and that exact door allowed me to use a lockpick but when it was done with the animation the door stayed closed and wouldn't even bring up a prompt to try again. I tried going back there a couple of different times over the next couple of weeks and the exact same scenario played out each time, so I just gave up and chalked it up to typical Massive and their Bugvision.