I got the same problem. It seems that the regular lockpick is bugged in that when you equip it, you don't gain any skill, but when unequipped, it removes the skill that was SUPPOSED to be added.
To test this, save the game. Equip and unequip a regular set of lockpicks, checking your lockpicking skill each time. When I did this, I got no skill uprgade, but a downgrade when I unequipped them.
It seems unfixable atm. However, you can still use extended lockpick sets. They work correctly and have enough bonus to lockpick (if you have 2 equipped) it won't matter that you got the penalty previously.