Lockpicking (Fable Anniversary)

There is one thing that annoyed me terribly since the original. This is the uselessness of the "cunning" skill for, in fact, thefts. To be a little more specific for picking locks.

Having swung the skill of "cunning" to level 6, I counted on getting into shops at night and methodically cleaning things left on the shops by the merchant. However, as soon as I step over the threshold, a guard slowly begins to walk in my direction, who sooner or later catches up with me and hangs up a fine. Interestingly, this does not happen everywhere, for example, in a household store. Oakvale's goods after infiltration, the door closes behind me, and the guards walk their routes as expected.

I would like to ask you if you know of any kind of exploits that allow you to either get rid of surveillance, or close the door behind you upon penetration?