I don't know where the phrase comes from, actually. Always simply accepted it! Of course one would like to be a picnicker (or anything else) of the first water.

Sometimes in antique shops I'll come across picnic sets where there's an entire picnic dish set packed into a picnic basket. They always appeal to me in their neatness, but would I be able to get together enough picnickers to do such a set true justice? Not to mention the necessity of bringing at least one more basket to carry the actual food.