But they each have nothing to do with each other. Steal and Lockpick could both benefit from a high dexterity score, but aside from that they are unrelated skills. Steal is social stealth, lock picking is mechanical understanding, and Gambling --well technically Gambling should have been the detection of cheating-- but it turned out to indicate skill at play/winning the games. Poker, slots, and roulette have nothing in common with lock manipulation or pick pocketing.
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@topic: Yes, Big guns have different considerations from from smaller ones.
Skill merging in general is a bad idea for role playing games. Varied skills are a big part of avoiding homogenous charaters. When skills are merged, especially disimilar ones, the character is building up two or more skills with one expenditure, and becoming an expert in each.
If unarmed & melee [weapons] were merged, then a fencer and a brawler of the same skill level would each other's match in both fencing and brawling.