I think you need to explicitly state what you want as they may just relaly not see it your way.

All my parents just walk on in at both drop off and pick up. But, my daycare is downstairs and I have no interest in running up over and over again. That said...after last drop off and shortly before first pick-up I have the door locked. Not so much to keep parents out but to keep anyone out! With 5 kids I can't listen for the door and anyone could walk on in wihtout my knowing. Not that I expect that where I live.

I would find it weird to suddenly have a parent walk in...but if she texted she was on her way I don't think she was trying to sneak up on you. She may just feel she is better to walk in and not interupt you or something.