Some doors require a key to be open. The door cannot be left unlocked unless the key is left in the door. This is for high security areas where leaving something unlocked would be disastrous and having the door auto lock would result in someone trapped in the building (or safe). As for not getting the key back out that would just be tedious. I imagine that is why we can just craft more and leave everything unlocked.

That being said you have to stop looking for the logical explanation in everything. Games work on the suspension of disbelief and outside of DND there is no way the game designer can readily tell you the answer to all your questions.