Vivitop, I really feel for you. You must feel very insecure about living together with somebody who does not share the sense of 'safety'.
My DH is male with a big body and from a countryside, where people know each other quite well and does not lock the door - while I am a girl from a very big city with a lot of crimes on the street. We live in a rather big city together, and in the beginning it was awful because we didn't share what is safe and what is not. For example, he opened the door to a stranger without asking who s/he was, whom turned out to be a drunken uni student (female) we did not know, who tried to get into our flat
I was very mad at him, but for him the action was very natural and according to him, 'You are thinking too much, nothing gonna happen'. (like your flatmate).
I needed to explain why I always lock the door immediately when I came home and checked the key before I went to bed, and wanted him to do the same, and in the end it worked when I explained that I have been acted like this from the time I was a small kid and felt very insecure otherwise - do not try to 'reason' him or sound like blaming him to being 'careless', because he just got defensive and dismissive. Just tell him, in matter-of-the-fact like manner, you feel insecure with unlocked door no matter what he feels about security, and you appreciate if he can respect it by acting on it.
Bringing up some examples why you feel insecure also helps - I told him that my neighbour got smuggled and hurt at their house when I was a teenager, and we, as a small schoolchildren, had been educated to lock the door and be careful about the surroundings because some kids in my school actually got molested or smuggled when they were at the house alone. Even if it is not your case, maybe you have some reason why you feel insecure when you are at the house with unlocked door. It would help him to understand your feeling.
Hope this helps