Most of the inns inn Skyrinn have no doors on the bedrooms. Why is this? I want to sleep in privacy. Anyone could just walk through the door and murder me!

... I've not noticed this at all.. Riverwood, Whiterun Solitude.... all had doors....

All the innkeepers are creeps, always showing you to your room and then staying there while you sleep. Thats why I never take my armor off. LOL