I'd probably just start locking my door. I agree that this means she feels comfortable (regardless or how rude it was) She might have even saw your face or heard you sputter and probably figured out this was not ok.

If she did it again I'd say something (nicely though)

Stuff about tolerating disrespect and not having an open door policy, and so on . . ., . . . well . . . . I think we need to treat these types of relationships less 'business like' since they trust us with their children. That sort of alters our type relationship a little.