I would probably have a different take on this if I lived in the woods, and in your situation I would definitely lock 'em up. BUT: I was having a problem with one of my 4 hens getting pecked so I started leaving the pop door open at night. My reasoning was that they definitely get up before I do and they'd be less likely to get bored and get in each others' feathers if they could go outside when they wanted to. I should mention that "outside" is a fenced-in run for them. I did a bunch of things at once so I can't say that THAT change is what cured the pecking, but she is doing better now and her tail feathers are growing back.
But in your neighborhood and without a reason not to, I'd lock up at night.
But in your neighborhood and without a reason not to, I'd lock up at night.