From personal experience, I know that just because a heavy door has multiple locking mechanisms it does not necessarily mean your door is locked. My husband makes fun of my constant need to check the door before leaving, but it has always
ensured that our belongings are safe while we're out. Just a couple of weeks ago we were staying in a nice new hotel and were about to go explore. After checking the door as normal, I realized it hadn't locked when it closed. We tried everything to make it lock but nothing worked, and we ended up having to switch rooms.
Thankfully we didn't have to be anywhere by a certain time, so the thirty minutes it took to sort out the door situation was not a problem. But if you have a packed itinerary, it is important to check your door, or any other safety features like a safe, upon arrival.