One potential solution is to have a chance that the loot in the chest you are blowing apart with a fireball gets destroyed, ruined or degraded by the action. Also, if you are shooting magic spells and bashing doors that are in people's line of sight, that should call attention to you just like stealing and you should loose attitude points with people nearby.
The game doesn't need to be set off balance by adding XP to lockpicking, but the alternative to not sneaking and lockpicking should have logical consequences that make lockpicking advantageous to learn if you don't want the entire legion after you.
