A bit tangential, I know. Just following the thought to its conclusion.
So extrapolating from that example. Imagine that same rogue has Gloves of Thievery, giving them another +5. So they're sitting on a +22. That same DC30 lock is now 8+/d20. If the DM set the DC so high that even that rogue has to roll 15+/d20, the DC is now 37. Just to push the example a little more, say the DM doesn't want even another excellent 20th-level rogue with the same skill (but no gloves) to be able to pick that lock even on a Nat 20...now the lock is DC38. Our master thief needs 16+/d20 to pull it off. And now there's literally no one (not in the party, and likely not in the entire game world) that can pick that lock...besides this one rogue. At first that sounds kinda awesome. "It's a task that literally only you can accomplish."
Okay. Setting aside all the problems with that rogue potentially losing the gloves, losing their tools, being out for that scene, any of the stuff that can go wrong with a game, both around the table and in the game itself. You now have to also set up that lock so the barbarian can't simply smash the door or chest the lock is keeping shut. You also have to set it up so that whatever magic the 20th-level full casters have at their disposal is irrelevant to protect this moment for the rogue...otherwise why bother. So the door or chest is now immune to magic and immune to damage. All so that the rogue is "challenged" and can feel good about being able to pick this one impossible lock. Do you also factor in other bonuses or available resources? Luck, guidance, etc?
But it will still come down to a roll. Pass or fail. What if they fail the roll? Moment destroyed. Okay. So will you let them re-roll? How many times? As a player who's had to repeatedly roll again and again and again until success, let me tell you that sucks worse than rolling once and failing. Taking 10/20 anyone? So the rogue gets one shot at it. And they fail. You let it stand. The rogue is deflated. So an anticlimax. All that math and work to "challenge" the rogue to give them a moment to shine and it's down to one failed roll. You can give them that same moment to shine without bothering with the extra math. Build it up in the description but make the roll automatic. Describe the blood, sweat, and tears...the broken tools, the flashback to learning lock picking from their mentor...everything they've ever done building to this one moment...and if there's a roll involved, even if it's "don't roll a 1" there's still a 5% chance of failure.
If you tune the DCs precisely to the characters, their skills, their gear, etc, and make it a roll on a d20, all you're doing is challenging the player's dice. Their actual sheet becomes irrelevant. You're literally using the math to factor out their bonuses to keep the required roll basically the same. Also, whatever is on the other side of that lock had better be worth it. Like campaign ending good. And if the reward for picking that one lock is that good...why have it behind a roll with a chance of failure? That's a lot of work to build an anticlimax. And now you have to repeat that process for every character in the group. Custom tailor "challenges" that only they can overcome.
If your DM style is always make the players roll 5+,10+,15+/d20 just tell them that. Don't hide it behind the math.