They might not get as upset as you imagine they will. My mother-in-law used to walk right into our home every time she came over (for planned visits). It’s cultural with close family for my in-laws, but it irked me, so I started locking the door. She kept trying the handle for awhile but eventually stopped, and now I don’t even need to lock the door anymore. She’s never seemed even slightly bothered by this.
You said your in-laws like to help around the house – what if ask them to install the chain? Say a neighbour saw a prowler or something and it would put your mind at ease. They might be delighted to help.