After spending a week in a villa of over 20 adults, we were always left asking "who has a key?". Since the group didn't do every activity together it was sometimes hard to coordinate keys. In some cases we kept the doors unlocked.
I definitely don't recommend leaving doors unlocked. We were fortunate to not have any issues but we were lucky.
In the future I plan to bring a lockbox to our next vacation. We will provide our family and friends with the code so we can rest assured our belongings will be secured and everyone can come and go as they please.