Having the closet door to the laundry be locked or unlocked would be your choice. The reason we often put in doors in the closet to access the laundry room is that it allows for more options (read pathways) for the owners. An owner can change and leave via the laundry room rather than having to potentially disturb someone still sleeping in the master bedroom. An owner coming home from a run/walk/workout can drop off their workout clothes in the laundry room and have a quicker access to the closet which then leads directly into the master bathroom for their post-workout shower. It's clearly a preference for our individual clients but most have found it to be a plan layout feature they appreciate.