Reasonable people don't have their doors locked all the time. Maybe they should, but mistakes and oversights happen

Edit: After some additional research, people on message boards pointed out that many home invasions are done with lock-pick kits, or the burglar breaks a window and unlocks the door. Homes are often broken into without any damage to the lock or door, so the insurance company would never even know if you locked the door or not. It just doesn't come up in the investigation.