Doesn't he come from a "prestigious" line of thieves (or loan sharks)?
Also, agree with others here - sure he cheats where he can, but just as surely he must know that there would be no way to cheat on some things, and practical exams are one of them.
I'm guessing he's just too lazy to read stuff up, study, or do anything resembling actual work - where he comes from, people like him lead, while others do the grunt work! (Is what he undoubtedly thinks).
On the other hand, his own family would probably disown him if he couldn't do things such as pick locks (or safes), plus there are always advantages to being able to get into a safe with no one else around (e.g. while they're busy getting killed by guards or monsters - after all, if those peasants are too useless to not die, then he needs to step up and take the loot!).
Finally, not having to study or run around catacombs every night leaves a huge amount of time for practice - plus as others have mentioned, he'd have the best tools.