Ummm...
The usual format of these kind of decisions is;
[Pre-requisite] "The thing you can do if you meet it."
All of those dialogue options are from the rogue's point of view at that moment in time, not just that one.
So, my concern is, if a different player were to reach that same scene but as a Wizard with the criminal background and thus Lockpicking from there, from what I can tell, the option to offer to pick the lock would not appear because they are not a rogue.
And, well, that doesn't really make sense.
It's most likely just an oversight since they seem to be drawing on older BG games for inspiration, but it's something to point out to them because this is one area where 5e works very differently to, like, 2e.