Then do that. It prevents others from quickly accessing your Mac or even installing any system altering software.
And in the case of any family member or friend changing the password (to show their immaturity), you can reset it again.
I agree definitely do it. It has saved me many times from having people install things that I wouldn't ever want on my system. For the time it takes to enter a password, it could save you hours of grief if someone damaged your computer.