Ok so i just started playing a blood elf rogue a few days ago, i got the lock picking quest which requires you to go to the Amani Catacombs, while in the catacombs you can take great advantage of getting your lock picking skill up
Thanks to Pimpin_N0ob for letting me know you can only open the chests if you're on the quest
Also i searched the forum and haven't seen this posted before.... if it has been i apologise