Both of our boys walked out of the locked house when they were little ones. Honest to goodness, this happens.
My youngest brother was a sleep walker, one night my mother thought she had caught him before he went out the door. That is, until she picked him up and his legs were wet up to his knees. He had returned all by himself from wherever he had been. Thank goodness the dogs legs were also wet from the dew, so we figured they all went out together for an adventure. Locked doors were no problem for him. He was about five at the time.