When doing an "escape room" event, is it really against the spirit to use brute force methods?

It depends on what you mean by “against the spirit”, and the scenario, and the implementation.

Most “escape rooms” I know of are businesses that have one or more rooms with props that, even if/when the fictional situation is supposedly one where players are supposed to be trapped and force might make sense to use if it could be, usually the hosts want the players to not actually break anything, and usually they are puzzle games about finding clues and figuring out puzzles, and almost never about the players using actual physical skill or force.

I would think you would literally be up against a wall if you did anything to damage the escape room owner’s property.

Yes. All escape room adventures are solvable without using force. In fact, resorting to force is against the rules.

Shooting the locks should be alright if you are in the United States. It is in the constitution. Guns can never do anything bad…

<—-picked a lock once in an escape room.