Not to mention with a good AI I′d say that if a man came back to his house and didn′t need to use his key then he should get suspicious, so like if you unlocked a "hard" door and started to sneak around the house 3 things could happen.
1. You lock the door again with a "hard" or less locking spell and the owner of the house comes back but doesn′t feel like anything is out of place giving you a easier time to sneak back out after grabbing some loot.
2. You don′t lock the door at all and the owner starts to walk around saying stuff like "anyone there ?" and "I know you′re there, somewhere in the shadows" giving you a harder time to escape since he is looking for you.
3. You lock it with a "Very Hard" lock and you first hear the owner banging the door and then after a random (or could be a certain time but I′d rather see it random and perhaps have luck play into it here) amount of time guards would barge in running around with the owner, and if you had not high-tailed it by then you′d be in trouble.
And ofc you should be able to lock doors with Security skill too, not only with Alteration.
I actually think this would be a really good idea, the only issue would be the actual implementation, if guards can break down doors then can the player also? If doors can be broken then so can chests? If a barbarian type character smashed a chest would there be loot that is broken, or would the chest still have the same loot that a thief would get had he picked the lock?
I could see the breaking down the door working for the loading times between the cells if the door had some broken appearance, maybe not flung open like it would if they were in the same cell, but it would not put such artificial limits on what can be locked and what cannot.