This acts as a visual aid: instead of just trying to mentally picture where the sweet spot is while you turn the wheel, you can keep your eye on the segment the sweet spot is in. As you can see in the image above, it divides the lock up into segments-sort of adding spokes to the wheel. In the meantime, here's what the Sectorial Lockpicking mod does.
Hence the player feedback and Warhorse looking for ways to make the minigame better. Some players are finding this a bit difficult to manage, especially when using a controller instead of a mouse. Then, you turn the wheel, and as it rotates, you need to keep your cursor hovering over that invisible sweet spot. Your pick is represented by a round cursor that you move around inside the wheel to find the sweet spot, which turns your cursor yellow.
In KCD's lockpicking minigame, the lock is represented by a circle, sort of like a wheel.