Not necessarily. Individual bedrooms with doors are a luxury few among the peasantry seem able to afford. In most of the villages I have visited in adventure mode, everyone just kips down in one of several common rooms.
Bedrooms do not exist in human settlements. The same 'problem' exists in hillocks and mountain halls, but what is the deal? Lots of things that ought to be there, wells, spoons, storehouses, shops maybe, fireplaces etc; they are not there. I think the present Adventure Mode sites are ultra-minimalist because that would make it easier for various cool stuff to be added in I guess once we get to that point in the game, though I do not know enough about programming DF to know.
Villages yes, but every worldgen dwarf fortress has individual bedrooms. And inventing locked doors might invite something of a paradigm shift in human peasant thinking too.
Should we not actually have to make the locks and install them on our doors rather than them automatically being there, also there is the tricky problem of keys being needed realistically. Dwarf Fortresses have bedrooms basically because retired player fortresses have bedrooms, I think it is an afterthought and they aren't half buggy. One of the funny things is that only historical characters are placed in bedrooms, but everyone non-historical you speak to becomes a historical character automatically, which means that if you speak to somebody ordinary, offload the site and then return you often have to search through vast hallways of bedrooms to find them.