I think it depends on what you define as "picky".
For a start I'd rule out people with food allergies/intolerances/sensory issues due to ASD for example. That's not picky - it's a medical issue.
I also think of people making ethical food choices as exempt from being picky eg vegetarians/vegans.
As for everyone else, I genuinely don't know anyone who would eat anything...
Myself and my parents will eat most things (and I like others was brought up to eat what I was given) but even we draw the line at Tripe and kidneys (and DM would struggle to eat a hot curry)....I'd gag if I put them in my mouth and yes whilst I probably could force them down if I was literally starving to death, I'd rather miss a meal and go a bit hungry in normal circumstances.
That said I obviously have food preferences as do most people.
Whilst I'll eat sprouts I'd prefer another green veg like spinach/cabbage/broccoli.
When I'm cooking for friends and family I want them to enjoy what they eat so of course I'll take their food preferences into account.
I see no reason to cook a family dinner where the vegetable dish is sweetcorn knowing none of us really like it but if I was served it at a friends house I'd eat it, in the same way I wouldn't serve a Vindaloo if my parents were coming to dinner - why would you?
So that said, when I think of picky eaters I think of people who both have a very small list of preferred foods and are unwilling to eat anything but those foods and yes I find them irritating.
I generally have far more leeway for younger children in this regard who are still experiencing some foods for the first time and whose food palate is still developing eg my DS didn't like olives when he was small but likes them now as a teen and I'd agree with PP's saying it's counter productive to try and force them to eat a large portion of something they dislike.
The rule in our house is that you try everything - even if it's just a very tiny mouthful because otherwise how do you know if you do/don't like it? Even if you disliked something when you ate it last year you might like it now (eg the olives) so have a small taste (or even a lick when the children were very small) and see how you get on.
But I am confounded by adults who simply refuse to eat anything but food they prefer and won't even try food they don't like the idea of even if they have never tasted it.
I find it quite immature and a bit petulant if I'm honest.
A friends husband is an absolute PITA to cook for. He'll only eat a very limited range of foods (no medical reasons) and thus if they come round for dinner his food preferences dictate the meal for everyone else.
By way of examples he'll only eat potato in the form of chips or roast potato. The only other vegetable he likes is cauliflower but only in the form of cauliflower cheese. He won't eat salad. Pasta only in a tomato based sauce. Chicken only if it's fried or roasted. No fish/seafood and so on.
I love cooking and enjoy making a wide variety of foods.
When friends come for dinner I might make a big Middle Eastern feast with lots of dishes, make a Chinese hot pot with lots of meat, seafood and veg to cook in the spicy numbing broth or take inspiration from Mexico with chicken in a mole sauce with lots of side dishes etc
Some friends might be trying a certain dish for the first time and that's part of the fun for them and me.
However if he's coming I'm restricted to roast chicken or lasagne pretty much because he wouldn't even try anything outside of his food comfort zone.
The upshot being I simply don't invite them very often because it's tedious to cook the same "boring" menu for all my guests time and again or alternatively watch him pulling faces, verbally denigrating and picking at (or refusing to try) a meal I've spend hours preparing.