We have a 2000 Explorer, it's a four door, 4x4 XLT. It does have keyed locks on the passenger door and hatch though... The one for the hatch is in the middle of the push button that opens the back window.
It locks when you put it in gear, that's about it though. It shouldn't lock itself otherwise. Check to make sure that it lifts the lock when you open the door from the inside. If it doesn't then something needs adjusted. That or you pushed it down by accident when you got out.
My wife locked herself out one time. Two miles out in the desert when we live in southern New Mexico. She got out to open a cattle gate, drove through and went to shut the gate. She realized she hadn't pulled forward enough to swing the gate past the truck. She jumped back in, pulled forward with the door open and jumped back out. Of course when she put it in gear the door locked again and when she was out closing the gate the wind blew the door shut. Somebody stopped by and said that my wife's truck was out in the desert, still running with the doors locked and nobody around. She had walked back to the nearest building in town, a K-Mart, and I found her there eating lunch....
We bought it new and in 200,000 miles most of the problems have been with the door handles and latches. Not electrical problems, just mechanical problems with the handles, latches, and linkages. The desert dust would really muck them up. I've replaced three exterior door handles, two interior handles, one of the door latches and the hatchback latch. Other than those problems I fixed an intake manifold leak and replaced a seized power steering pump.
The rest has just been routine maintenance. I think it's been through four sets of tires and I've done three brake jobs. I replaced all the lubes with Amsoil synthetics about 4 years ago. That helped clean up some high pitched vibrations from the automatic transmission and actually helped with the gas mileage.
It's been a good truck, the interior is showing some minor wear after ten years, but the exterior still looks like a new truck.