I always always keep our doors locked.
In our house we maily use the back door to get in which leads you into the kitchen.
Its all open plan so we have the kitchen, dining room and family room including the stairs.
We then have a hallway and a front room which is quite cut off from the rest of the house.
So if the kids were in bed and we were sat in the front room, anyone could walk into the house and we wouldnt know.
I've also had 2 men/boys try my doors one night.
It was very frightning.
Plus my auntie has had someone walk into her house and steal her handbag while she was sat in her lounge.