No, I wouldn’t lock the door if it was clearly for multiple use (two or more changing stations). Surely that’s obvious? It’s like locking the external door to a leisure centre shower room with multiple showers.
I wouldn’t say anything to someone who did but I would give them a look or sigh loudly.
Tell your partner not to worry. It takes time to learn the etiquette. Has she ever, for example, started a new job and done everything right from the start, never made a mistake, never had to ask anything? Every little thing with a first baby is new: how to get on a bus with a pram, where to park it, etc etc.