I live in a suburb of Atlanta and haven't locked my front door during the day in about a decade (since moving from an apartment to a house). The world isn't really as scary as the news makes it seem.
This isn't what people mean when they say they don't lock their doors. I grew up in the country in northeast Ohio. I knew many people who simply never locked their doors, including overnight or even when they weren't home.
I live in Brooklyn now. Things are a little different here. My door has a $350 deadbolt lock that -- when it broke and locked me in -- took a locksmith, a serious drill and a couple hardened bits to defeat.
Whether you should lock something and how secure you make it isn't a binary decision - it depends on the value of the thing you're protecting and the likelihood of an attack.
I bet you would feel differently if you moved into the city or south of town.