With respect to Audio pickup for safe cracking, I suspect it would be professionally wrong to help an anonymous user develop technology to crack a safe. Is this type of question normally closed?
Site policy does not judge the legality of a question. A question about potentially illegal activities is not grounds for closing or deleting a question. See these two MSO posts regarding similar situations. Closing the question should be reserved for when it is a bad question, not on its legal merits.
Note that there is no obligation for you (or any user) to answer the question if you feel that you cannot answer in good conscience.
The question is a poor one, but not because it is about cracking a safe. If you personally don't feel like it is responsible to answer the question, then don't! No one is forcing you to answering the question. If you have reason to believe that there is an actual legal issue, then that can be brought up.
What is poor about the question is that there is little effort by the OP to research how to build this on his own and is looking for someone to do all of the work for them.
It's worth reading some answers from StackOverflow Meta that deal with this topic of answering possibly "nefarious" questions.
Here's a good one: Dealing with questions of nefarious intent