Several years ago I had my car at a vw garage and was talking with the master technician and had to get something out of the glove box which was locked, when he saw me unlocking it he said you should never lock it.
When I asked him why he said how long do you think that lock would keep someone out if they've broken into the car to take something (opportunist thief as opposed to a car thief) not long.
His point being instead of just getting a side window replaced or whatever, if they damage the dash forcing it it becomes a really big job getting a new dash ordered and all the work replacing it and you hoping the make a good job of it.
Never locked glove box again even if my car had one.