Having a 1/20 chance to fail any check might cause players to look for other ways to solve problems other than just always relaying on min/maxed party skills. In my eyes, that is a good thing.
But you can just rely on normal failure (DC 15 and the player rolling a total of 11) for these "other ways to solve problems." Why punish someone who's spent a lot of effort to be good at a skill with 5% auto failure?
On a flip side, if someone would rather spend a spell slot for enhance ability and 9 reloads on average to get a 20 on an otherwise impossible check, rather than exploring other options available in the game or, the heresy, just accepting the failed check, why not allow them. It's not fun nor optimal, but does it really make your decision to specialize in a skill meaningless?
There's not a need for the rule "natural 20's auto-succeed skill checks," because 5e's bounded accuracy ensures that a lockpick (or any check, really) will almost always be possible rolling naturally. "Hard" checks are DC 20; "Very Hard" are DC 25; "Nearly Impossible" are DC 30.
A level 1 character with +3 Dex and proficiency in thieves' tools can successfully pick a Very Hard lock with a normal (not auto-success) 20; expertise means they'd only need an 18.
A level 5 character with +4 Dex and expertise in thieves' tools can successfully pick a Nearly Impossible lock with a normal (not auto-success) 20. With only proficiency, they'll need to be level 13.
Oh and then you can possibly add +1d4 from guidance, which means that the person with only proficiency can succeed at level ~5.
And honestly, the above situations are fairly extreme. If a DM is giving the party Very Hard skill checks at level 1-4 or Nearly Impossible skill checks at level 5-10...that probably means the DM doesn't want the party to succeed. In which case, the party probably shouldn't have the option to roll at all. "You see a very complex lock. Looking at it, you can clearly tell it is beyond your ability to pick and/or would take longer than you have free time." Or to use the common example: "Obviously the King won't give you his kingdom no matter what you roll."
*Unless you have a full party without anyone proficient in lockpicking, but then that's on you for creating an unbalanced party. And you've probably made up for this by being extremely good in other skills.