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.
i get to 50 and when I find the stray hard or expert chest/safe I open the console and use the unlock command.