Heres my opinion.
1) Keep the doors locked when driving at slower speeds, within city.
2) Keep the doors UNLOCKED when driving on highways, and that includes larger within city roads, like Islamabad Expressway etc.
The reason, God forbid, if u are involved in an accident and the doors are locked, chances are the locking mechanism will get stuck in place and u wont be able to get out of the car. Now thats a horrible situation to imagine but you gotta have some provision for the worst case scenario...