Because it takes forever. Front door locks are admittedly not so strong, but it could still take a good pick-lock several minutes, while a window could be broken through in seconds. As for being stealthier… Windows can be cut stealthily, and crouching by a door for five minutes looks rather suspicious by itself.
Actually when my friend was burgled, they stuck a Hi-Lift jack[1] on the frame horizontally and cranked it until the frame came off. The police reckoned the door was open in under 20 seconds and their place was emptied of valuable stuff in under 4 minutes. They got spooked and left the jack on the street but they managed to nick everything.
A lot of doors are hidden from view by trees or fences. And then you have side and back doors. And the advantage to not make any noise or carrying around expensive tools (simple lock pick tools can be very cheap), make it not completely unreasonable.
