Why wouldn't you right? You're passing up so much loot if you don't!
But yeah, I'm an obsessive packrat in those games, pick up anything not nailed down/not considered stealing. So you know I write down the locations of any locked stuff beyond my level to go back and get it later, even if it's just a lunchbox or some shit lol.
Not in Skyrim because it's pretty easy to pick locks without actually having the skill for it.
But in every other game, yes.
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