I thought it was strange when we bought our house in New Orleans that all the locks required keys from the inside too. It was not an old house or anything, so it can't be blamed on old quirks. And it was in the suburbs so it wasn't super duper high security. Everywhere else I've lived there was just a knob/handle thing on the inside to turn the lock. I thought it seemed dangerous to have to have the key on the inside because you could get locked IN your house in a fire or other emergency if you couldnt find the key. DH said it was dangerous to have the knob because someone could break a nearby window and just reach in to unlock the door.
Anyway, what are your locks like? Does anyone else have keys on the inside?