There's also the issue where if you get thrown in jail (how do you get thrown in jail instead of just killed? I couldn't figure that out.), the only way to get yourself out is to have Pet Pal so a rat will bring you a lockpick. No Pet Pal, no Lockpick.
There's still a couple of ways: you can move a lockpick between inventories, or as I did the first time it happened, arrange a jailbreak.
But that is quibbling slightly, the point about Petpal being essentially essential still stands.
