You seem to misunderstand the entire situation, terribly.
For one, many dwarves can be/are outside the fortress when the siege begins, and therefore, I usher them all inside at the time. I have military units that are fully capable of destroying the siege, in both skill and armor, as well as many, many traps able to destroy the siege-layers. I also have a failsafe mechanism that will cause any potential dangers to be trapped, and dropped into a pit if somehow the enemy manages to survive being assailed beyond the first push. Locking the place down while they're out there contradicts keeping them safe, and even if I was to consider that, it's a terrible idea considering that as many that come in, more go out for whatever reason, despite the orders.
Also, Locking the fort down does two very dumb things: One, it keeps me from harvesting wood and plants, whereas I do have large stockpiles of each in case such an event occurs, of course, but they are still important to my fortress, as hunting is dangerous considering the odd biome around it, and fishing turns up a bit, but not enough to sustain the fort. Two, unlike in Fallout, I doubt goblins leave after an amount of time, so locking down the fort is one of the most ridiculous things you could do, especially when you can easily destroy the invaders.
These two things make such a suggestion ill-suited and short-sighted. I appreciate your effort, but please think over the entire situation before suggesting things. I am also more interested in reporting and why the dwarves ignore the "Stay indoors" and "Soldiers only can go outdoors" orders, rather than anything else.