We lock our doors at all times, even when in the house. This is to prevent people getting in.
Where my parents live the police advise locking doors. There have been a spate of people entering houses through unlocked doors, when the owers are home. They enter the house, grab keys, etc (often left near doors) and take off with cars or return later, complete with house keys, etc. Or they grab what they can from the roomt hey enter.
Our doors do not lock automatically when shut. We have a key which we have to turn to lock the door. This locks the door from both the inside and outside adnd you'd need a key to enter the house or leave the house.
If emergency services needed to enter the house and we couldn't get to the door, they could enter by breaking glass in the back door, front door or patio doors.
We live in a 3 storey house and spend longthy periods of time without going downstairs in a day, so people could easily be in that floor and us not know. But we have always locked doors, even more this house.
Almost everyone I know have their doors locked.