some people in SA do lock internal doors at night precisely because if an intruder were to break in they are more protected. of course, if there's a fire they are screwed but that's another issue. But on the whole all internal doors in SA have locks and keys.
If OP was the paranoid sort (and judging by his guns etc it would appear he was) then it's entirely plausible that he would lock his bedroom door at night. As for the balcony door, well who knows really, it was the night before valentines, his GF was staying over, they didn't live together and were in a fairly new relationship, it's possible they went to bed, had sex, (balcony door still open as it was hot, remember it's been in the upper 30's in SA for the past few weeks), then fell asleep. and that he woke up and realised it was open so got up to close it.
He is paranoid. paranoid enough to lock his bedroom door at night. He went to sleep having taken a risk beyond the norm, and as he is paranoid, when he hears a noise he suddenly thinks "I left the door open, I don't usually because well, anything can happen," then he looks into the bathroom and sees the unsecured window is open... puts two and two together and comes up with five.