This is exactly the point.
The lock is there to keep the honest people out AND leave a trace that someone came in forcibly when they want to do so.
Which is why stuff like bump keying those stupid flat-keyed American locks is so scary because it requires almost zero skill and leaves very little traces.
Unless an expert takes apart the lock investigating for traces, there's no way to tell it was opened without a key.
What exactly is going on that:
1. You (or someone else) gives enough of a crap to be doing forensics about how a lock was circumvented.
2. You clearly care so much about security to do those forensics, but not enough to, I don't know, install a camera?
Will an insurer, or a cop that you're making a police report to actually physically check if the lock was shimmed?