I see SHM’s security module as being designed for simple intrusion detection based on motion when there shouldn’t be any, and/or doors or windows being open and closed when they shouldn’t be. If windows or doors are already open at the point the system is armed that isn’t considered to be an intrusion, just something to be warned about.
Where do you see locks fitting in? If arming and disarming of SHM isn’t triggered by locking and unlocking of particular locks then I can see an argument for making them an optional part of the intrusion detection, including checking they are locked when the system is armed.
The real answer might simply be that SmartThings didn’t sell locks when SHM was created.