Driving with unlocked doors is a safety hazard. If you were to be hit, and the doors are unlocked, one or more could spring open. Then the person sitting next to the open door could be subject to further injury by outside objects.
A locked door will not spring open in most accidents, providing additional safety to the occupants.
Of course, this is why the government has to mandate safety standards and such, because sense ain't that common. The sheep have to be protected from themselves.