I agree with Michelle G. I also do home childcare and its the same way here. No debate. Just NO.
I even have a half door leading to my playroom/daycare room. I do have a bathroom type doorknob on it so I can lock it from the otherside (I can reach over it to unlock easily, but its far too high for any of the kids I care for). The only time I have ever locked it is when I had a drop in child and they were not so well versed in the "you do not open or close the door unless asked to" policy. Same goes with light switches, etc. This is no different in the learning.
I agree with you and always worried in a panic situation I myself would freak out having to go thru other locks to get out, etc. I never did with my own daughter (now 17 yrs old).
Teach them the importance of following this rule.
Best wishes!
ETA~ @AV...just do at least monthy fire drills. In home daycare we are required to do this and all my kids know what it sounds like and what to do. Even my now 21 mos old toddlers can say GREEN MAILBOX as I drill it into them. This is our meeting place. I hit the button on both of our smoke detectors at least once a month and we go outside, no matter the weather. One of mine is a talking one. They giggle at it (not my voice)..but when we are outside the 3 year old try to copy it. FIRE FIRE FIRE..exit the house..blah blah. Its pretty funny. But the point is they KNOW what to do!! Everyone should do these drills at home and have their meeting spots! I feel strongly about this as the child of a former Firefighter and now my brother is a FireFighter as well!