We do and we always used to just close it behind us - we'd need the key to re-open it and if indoors, the handle, so it's locked, right? Wrong!
Recently the door and/or the frame must have warped in the hot weather or something because once shut it could be pushed /pulled open, most times. The catch wasn't going in to the hole - or whatever the proper terms are for those - so we had to turn the key whether we were at home or not, and when we were at home we'd use a spare key and leave it in the lock. It's what we do all the time now.
A few weeks ago I closed the door behind me and tried to turn the key but I'd left the spare key on the inside

Today I did the exact same thing so I went to the shed, got a 12" folding saw, folded it to 90 degrees, poked it through the letterbox and knocked the door handle down.
Our car has better security than our house FHS!