There are many circumstances as indicated by the responses, where something can result in someone opening your door. If you stay in enough hotel rooms over your lifetime, the odds of it happening to you are probably about the same as the odds of you winning a lottery or getting struck by lightning.
However, if it has happened to you and as a result you are more concerned about it happening than the average traveller would be, to the point that you're losing sleep over it, then take a simple precaution for your peace of mind. There is no need to buy any fancy devices. (I suspect the OP may be a shill for the product linked in the OP)
Just throw a rubber wedge door stop in your suitcase and use it to secure your room door. No one is getting in, key or no key.
https://www.walmart.com/ip/Home-Rubb...Gray/163805883