I think it is unlikely that the u-lock shown was lock picked and then closed again (you have to "lock pick" it to close it too). Besides that, it is important for the thief to remove any evidence of the crime. By leaving a "signature" picked u-lock behind, the thief reveal both MO and shows a pattern on how often and where he steals. The lock may have been left by someone who regularly park there, or eg. the attached bike was stolen by bypassing the u-lock by sawing the wheel in two or similar.

Most modern u-locks are very resistant to lock picking. While youtube have plenty of videos that show how to pick locks, few of them are about u-locks. The u-lock picked seems to be old (the BIC pen method etc), low end, or by using "cheating" blank keys.
Not an expert, but apparently, u-locks with very flat keys are easier to pick, while square, "thick" keys usually are a sign the the u-lock is hard to pick.
My take on it is, that lock picking is a very low threat compared to motorised tools, huge bolt cutters, or long steel bars.