I personally always opened the locks from inside, for the guy. That’s my nature. But the guy also always opened my door for me first. Nowadays almost everyone has automatic locks that open simultaneously on all sides.
Any guy who says it shouldn’t be done, or cannot understand why it matters to girls, is not very considerate in this particular area, and possibly others. It MATTERS to girls. So if that is true, that is reason enough to do it, even if you silently object. Keep it to yourself and you will seem less boorish. What is the expression – Better to be silent and THOUGHT a fool, than to speak and remove all doubt.