Back when I lived in apartments, I always changed the locks when I moved in. Then, I changed them back when I left. I’m sure it would have cheesed them off if they had known about it.
Never changed anything, just had a shotgun next to my bed ... slept like a baby.
I live in a condo bldg and keep a deadbolt on my bedroom door, locks from the outside. They don’t have that key.
I work in real estate at a investment and management firm (i.e. we're landlords).
It never really bothered me a bit if tenants change their locks (hell, I'd even recommend it), I only had a problem when the tenants forgot their keys...
FWIW. We try to avoid keeping a copy of the tenants keys, the reason being, if we keep them, and God forbid, someone were to break into our office, they would have keys to alot of apartments in alot of buildings (and those keys would be labeled).