But he ate food with them. He talked with them, walked with them on the Road to Emmaus.
That takes a physical body.
But, yes, he was able to pass through locked doors, remember he is still God.
What did you expect Him to do? He wished to meet with them. He did so in a way that was not disconcerting to them and wanted them to recognize Him. What other way would you expect for Him to do this??? Catholics make so much out of so little and miss the MAIN message. Sort of like straining for a gnat and swallowing a camel, but I guess that was literal as well.